+1,299.0%
LNT vs BMRN
+392.1%
+906.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | -1.9% | -5.8% | +3.9% | -1.5% |
| 3M | -7.2% | +16.6% | -23.8% | -8.4% |
| 6M | -3.9% | +7.6% | -11.5% | -4.7% |
| YTD | +5.9% | +10.2% | -4.4% | +4.7% |
| 1Y | +8.4% | +20.2% | -11.8% | +6.2% |
| 3Y | +46.6% | -27.4% | +74.0% | +48.6% |
| 5Y | +32.4% | -16.0% | +48.4% | +31.7% |
| 10Y | +147.9% | -30.3% | +178.2% | +143.8% |
| All | +1,299.0% | +392.1% | +906.9% | +1,009.7% |
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