+1,549.9%
LLY vs BMRN
-29.6%
+1,579.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -2.9% | -1.3% | -1.7% | -2.6% |
| 30D | -8.4% | -6.5% | -1.9% | -7.0% |
| 3M | -3.8% | +18.3% | -22.0% | -7.5% |
| 6M | +11.9% | +8.9% | +3.1% | +9.4% |
| YTD | +4.3% | +10.5% | -6.2% | +1.5% |
| 1Y | +48.5% | +17.5% | +31.0% | +41.7% |
| 3Y | +91.2% | -27.7% | +118.9% | +100.0% |
| 5Y | +387.5% | -15.8% | +403.2% | +384.6% |
| All | +1,549.9% | -29.6% | +1,579.5% | +1,499.4% |
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