+5,083.9%
LITE vs BMRN
-54.7%
+5,138.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | -1.5% | +2.9% | -4.4% | -2.3% |
| 30D | +6.7% | +11.0% | -4.4% | +3.1% |
| 3M | -6.8% | +17.8% | -24.6% | -12.0% |
| 6M | +29.4% | +10.1% | +19.3% | +23.8% |
| YTD | +139.1% | +11.9% | +127.1% | +127.2% |
| 1Y | +521.0% | +17.2% | +503.8% | +479.2% |
| 3Y | +1,535.3% | -28.5% | +1,563.8% | +1,627.4% |
| 5Y | +889.8% | -21.7% | +911.5% | +888.8% |
| 10Y | +2,400.7% | -30.5% | +2,431.2% | +2,287.0% |
| All | +5,083.9% | -54.7% | +5,138.6% | +5,844.9% |
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