+1,493.1%
LITE vs BMRN
-37.6%
+1,530.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.8% |
| 7D | +10.8% | +2.1% | +8.6% | +10.2% |
| 30D | -33.4% | +3.8% | -37.2% | -34.2% |
| 3M | -32.2% | -16.5% | -15.7% | -28.6% |
| 6M | -42.1% | +6.9% | -49.0% | -44.7% |
| YTD | +61.9% | -3.7% | +65.6% | +59.4% |
| 1Y | +163.0% | +5.6% | +157.4% | +149.7% |
| 3Y | +1,358.0% | -31.4% | +1,389.4% | +1,470.5% |
| 5Y | +549.9% | -30.0% | +579.9% | +565.4% |
| All | +1,493.1% | -37.6% | +1,530.8% | +1,474.6% |
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