+3,068.2%
LITE vs BMRN
-61.9%
+3,130.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.7% |
| 7D | -35.9% | -4.2% | -31.7% | -35.1% |
| 30D | -51.5% | +1.5% | -53.0% | -51.8% |
| 3M | -35.7% | -8.8% | -26.9% | -34.7% |
| 6M | -43.0% | +2.6% | -45.6% | -44.6% |
| YTD | +46.1% | -5.7% | +51.8% | +45.0% |
| 1Y | +124.7% | +8.1% | +116.6% | +113.4% |
| 3Y | +1,172.1% | -26.5% | +1,198.5% | +1,223.0% |
| 5Y | +477.0% | -33.2% | +510.3% | +501.3% |
| 10Y | +1,465.7% | -31.7% | +1,497.3% | +1,434.7% |
| All | +3,068.2% | -61.9% | +3,130.0% | +3,693.3% |
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