+85.8%
LSCC vs BMRN
-29.4%
+115.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.2% |
| 7D | +13.0% | -4.2% | +17.2% | +13.8% |
| 30D | -19.8% | +1.5% | -21.3% | -20.3% |
| 3M | -18.4% | -8.8% | -9.6% | -17.4% |
| 6M | -16.1% | +2.6% | -18.7% | -18.3% |
| YTD | +42.7% | -5.7% | +48.5% | +42.2% |
| 1Y | +68.0% | +8.1% | +59.9% | +59.6% |
| 3Y | +85.8% | -26.5% | +112.3% | +83.3% |
| All | +85.8% | -29.4% | +115.2% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling