+1,210.9%
LPLA vs BMRN
-29.6%
+1,240.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.5% | -1.3% | -0.3% | -1.2% |
| 30D | -6.0% | -6.5% | +0.5% | -4.3% |
| 3M | +24.0% | +18.3% | +5.8% | +17.7% |
| 6M | +17.0% | +8.9% | +8.1% | +13.3% |
| YTD | -0.7% | +10.5% | -11.2% | -4.6% |
| 1Y | +2.1% | +17.5% | -15.4% | -4.3% |
| 3Y | +48.7% | -27.7% | +76.4% | +56.4% |
| 5Y | +151.2% | -15.8% | +167.0% | +143.9% |
| All | +1,210.9% | -29.6% | +1,240.5% | +1,082.2% |
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