+1,486.2%
LSCC vs BMRN
-36.4%
+1,522.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.1% | +8.3% | +9.6% |
| 7D | +14.5% | +2.1% | +12.4% | +13.8% |
| 30D | -0.1% | +5.3% | -5.4% | -2.2% |
| 3M | -2.7% | -16.1% | +13.5% | +2.9% |
| 6M | -4.8% | +10.9% | -15.7% | -10.5% |
| YTD | +66.9% | -1.9% | +68.7% | +63.9% |
| 1Y | +85.8% | +6.2% | +79.7% | +75.8% |
| 3Y | +115.6% | -30.5% | +146.1% | +132.3% |
| 5Y | +48.8% | -28.4% | +77.2% | +56.4% |
| All | +1,486.2% | -36.4% | +1,522.6% | +1,456.4% |
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