+144.2%
LNT vs BMRN
-29.6%
+173.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.0% | -1.3% | +0.2% | -0.9% |
| 30D | -4.2% | -6.5% | +2.2% | -3.7% |
| 3M | -6.7% | +18.3% | -24.9% | -8.2% |
| 6M | -3.6% | +8.9% | -12.5% | -4.6% |
| YTD | +5.9% | +10.5% | -4.6% | +4.6% |
| 1Y | +7.3% | +17.5% | -10.2% | +5.1% |
| 3Y | +46.5% | -27.7% | +74.2% | +49.1% |
| 5Y | +32.5% | -15.8% | +48.2% | +31.7% |
| All | +144.2% | -29.6% | +173.8% | +143.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling