+1,352.3%
LSCC vs BMRN
-38.4%
+1,390.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +5.0% | +2.6% | +2.4% | +4.2% |
| 30D | -11.7% | +4.3% | -16.0% | -13.4% |
| 3M | -13.3% | -17.1% | +3.8% | -8.1% |
| 6M | -12.5% | +5.7% | -18.2% | -16.3% |
| YTD | +51.2% | -3.9% | +55.1% | +49.5% |
| 1Y | +65.9% | +8.5% | +57.4% | +55.3% |
| 3Y | +95.3% | -32.0% | +127.3% | +111.9% |
| 5Y | +38.6% | -29.9% | +68.5% | +46.7% |
| 10Y | +1,352.3% | -38.9% | +1,391.3% | +1,330.1% |
| All | +1,352.3% | -38.4% | +1,390.8% | +1,330.1% |
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