+2,783.3%
LMT vs BMRN
+383.8%
+2,399.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.2% |
| 7D | -1.3% | -3.8% | +2.5% | -1.0% |
| 30D | -12.5% | -6.5% | -6.0% | -12.1% |
| 3M | -0.5% | +11.2% | -11.7% | -1.4% |
| 6M | -20.0% | +5.8% | -25.8% | -20.5% |
| YTD | +10.4% | +8.4% | +2.0% | +9.4% |
| 1Y | +17.7% | +15.7% | +2.1% | +15.8% |
| 3Y | +34.3% | -28.6% | +62.9% | +36.2% |
| 5Y | +71.8% | -19.6% | +91.4% | +71.1% |
| 10Y | +187.0% | -31.5% | +218.5% | +183.5% |
| All | +2,783.3% | +383.8% | +2,399.4% | +2,473.9% |
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