+163.0%
LITE vs BMRN
+4.1%
+158.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.5% |
| 7D | +10.8% | +2.1% | +8.6% | +10.9% |
| 30D | -33.4% | +3.8% | -37.2% | -33.1% |
| 3M | -32.2% | -16.5% | -15.7% | -32.6% |
| 6M | -42.1% | +6.9% | -49.0% | -44.4% |
| YTD | +61.9% | -3.7% | +65.6% | +60.6% |
| 1Y | +163.0% | +5.6% | +157.4% | +149.6% |
| All | +163.0% | +4.1% | +158.9% | +149.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling