+77.4%
LNG vs BMRN
-27.2%
+104.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.7% | -1.3% | -3.4% | -4.6% |
| 30D | +3.8% | -6.5% | +10.3% | +4.0% |
| 3M | +16.2% | +18.3% | -2.1% | +15.9% |
| 6M | +11.7% | +8.9% | +2.8% | +11.9% |
| YTD | +44.2% | +10.5% | +33.7% | +44.3% |
| 1Y | +18.6% | +17.5% | +1.1% | +18.3% |
| 3Y | +77.4% | -27.7% | +105.1% | +78.6% |
| All | +77.4% | -27.2% | +104.6% | +78.6% |
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