+1,587.5%
LITE vs BMRN
-38.4%
+1,626.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -13.9% | +2.6% | -16.5% | -14.5% |
| 30D | -46.9% | +4.3% | -51.2% | -47.7% |
| 3M | -28.0% | -17.1% | -11.0% | -24.0% |
| 6M | -35.2% | +5.7% | -40.9% | -38.0% |
| YTD | +58.9% | -3.9% | +62.7% | +56.5% |
| 1Y | +125.3% | +8.5% | +116.8% | +111.7% |
| 3Y | +1,344.4% | -32.0% | +1,376.4% | +1,459.6% |
| 5Y | +541.2% | -29.9% | +571.1% | +555.8% |
| 10Y | +1,587.5% | -38.9% | +1,626.4% | +1,598.0% |
| All | +1,587.5% | -38.4% | +1,626.0% | +1,598.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling