+3,188.9%
LII vs BMRN
+377.3%
+2,811.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -0.7% | +2.9% | -3.6% | -1.2% |
| 30D | -12.6% | +11.0% | -23.7% | -14.1% |
| 3M | -24.4% | +17.8% | -42.3% | -26.4% |
| 6M | -28.7% | +10.1% | -38.8% | -30.0% |
| YTD | -19.1% | +11.9% | -31.1% | -20.9% |
| 1Y | -29.7% | +17.2% | -46.9% | -31.9% |
| 3Y | +4.8% | -28.5% | +33.3% | +7.9% |
| 5Y | +24.6% | -21.7% | +46.2% | +25.5% |
| 10Y | +169.2% | -30.5% | +199.7% | +164.6% |
| All | +3,188.9% | +377.3% | +2,811.5% | +2,065.4% |
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