+3,291.0%
LLY vs BMRN
+399.8%
+2,891.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | +2.9% | -5.0% | -2.5% |
| 30D | -1.6% | +11.0% | -12.7% | -2.9% |
| 3M | +2.3% | +17.8% | -15.5% | +0.1% |
| 6M | +14.9% | +10.1% | +4.8% | +13.3% |
| YTD | +7.5% | +11.9% | -4.5% | +5.7% |
| 1Y | +55.7% | +17.2% | +38.5% | +51.9% |
| 3Y | +110.6% | -28.5% | +139.1% | +116.8% |
| 5Y | +363.4% | -21.7% | +385.1% | +367.4% |
| 10Y | +1,649.0% | -30.5% | +1,679.5% | +1,635.9% |
| All | +3,291.0% | +399.8% | +2,891.2% | +2,428.0% |
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