+24.4%
LII vs BMRN
-16.8%
+41.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.7% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | -12.4% | +1.3% | -13.7% | -12.8% |
| 3M | -24.8% | +14.3% | -39.1% | -27.2% |
| 6M | -25.2% | +5.7% | -30.9% | -26.5% |
| YTD | -20.3% | +8.7% | -29.0% | -22.3% |
| 1Y | -32.9% | +14.6% | -47.6% | -35.8% |
| 3Y | +2.0% | -28.3% | +30.4% | +6.5% |
| 5Y | +24.4% | -15.7% | +40.2% | +23.4% |
| All | +24.4% | -16.8% | +41.3% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling