+1,172.1%
LITE vs BMRN
-29.4%
+1,201.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.7% |
| 7D | -35.9% | -4.2% | -31.7% | -35.5% |
| 30D | -51.5% | +1.5% | -53.0% | -51.6% |
| 3M | -35.7% | -8.8% | -26.9% | -35.2% |
| 6M | -43.0% | +2.6% | -45.6% | -44.7% |
| YTD | +46.1% | -5.7% | +51.8% | +44.7% |
| 1Y | +124.7% | +8.1% | +116.6% | +112.7% |
| 3Y | +1,172.1% | -26.5% | +1,198.5% | +1,186.6% |
| All | +1,172.1% | -29.4% | +1,201.5% | +1,186.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling