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  • LLY vs BMRN✓SelectedUSD · BMRNLLY vs BMRN performance historyLatest closeAs of+1.26%11/13
Stock and ETF performance explorer

LLY vs BMRN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,164.0%
BMRN return
+329.9%
Excess return
+3,834.1%
Maximum drawdown
-68.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBMRNExcessAlpha
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