+140.8%
LLY vs BMRN
-31.2%
+172.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.0% |
| 7D | +6.7% | +2.1% | +4.6% | +6.0% |
| 30D | +19.6% | +3.8% | +15.8% | +18.2% |
| 3M | +19.7% | -16.5% | +36.2% | +26.4% |
| 6M | +42.7% | +6.9% | +35.9% | +39.7% |
| YTD | +35.1% | -3.7% | +38.8% | +36.1% |
| 1Y | +42.2% | +5.6% | +36.6% | +38.7% |
| 3Y | +140.8% | -31.4% | +172.2% | +177.7% |
| All | +140.8% | -31.2% | +172.0% | +177.7% |
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