+4,164.0%
LLY vs BMRN
+329.9%
+3,834.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.1% |
| 7D | +6.7% | +2.1% | +4.6% | +6.4% |
| 30D | +19.6% | +3.8% | +15.8% | +19.0% |
| 3M | +19.7% | -16.5% | +36.2% | +22.5% |
| 6M | +42.7% | +6.9% | +35.9% | +41.4% |
| YTD | +35.1% | -3.7% | +38.8% | +35.6% |
| 1Y | +42.2% | +5.6% | +36.6% | +40.7% |
| 3Y | +140.8% | -31.4% | +172.2% | +149.8% |
| 5Y | +480.6% | -30.0% | +510.6% | +495.4% |
| 10Y | +2,061.9% | -37.4% | +2,099.3% | +2,078.4% |
| All | +4,164.0% | +329.9% | +3,834.1% | +3,141.1% |
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