+2,864.9%
LII vs BMRN
+318.5%
+2,546.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | -2.3% | +2.1% | -4.4% | -2.6% |
| 30D | -1.7% | +5.3% | -7.0% | -2.4% |
| 3M | -18.3% | -16.1% | -2.2% | -16.2% |
| 6M | -32.3% | +10.9% | -43.3% | -33.6% |
| YTD | -27.1% | -1.9% | -25.3% | -27.3% |
| 1Y | -27.2% | +6.2% | -33.4% | -28.4% |
| 3Y | -8.9% | -30.5% | +21.6% | -5.7% |
| 5Y | +19.7% | -28.4% | +48.0% | +22.3% |
| 10Y | +168.9% | -36.2% | +205.1% | +168.0% |
| All | +2,864.9% | +318.5% | +2,546.4% | +1,889.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling