+760.5%
LSCC vs BMRN
+399.8%
+360.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.3% | +2.9% | -1.6% | +0.5% |
| 30D | -9.7% | +11.0% | -20.7% | -12.5% |
| 3M | -23.7% | +17.8% | -41.5% | -27.7% |
| 6M | +26.5% | +10.1% | +16.4% | +21.8% |
| YTD | +57.5% | +11.9% | +45.6% | +50.6% |
| 1Y | +75.7% | +17.2% | +58.5% | +64.8% |
| 3Y | +19.5% | -28.5% | +47.9% | +26.1% |
| 5Y | +83.8% | -21.7% | +105.4% | +88.5% |
| 10Y | +1,772.4% | -30.5% | +1,802.9% | +1,767.8% |
| All | +760.5% | +399.8% | +360.8% | +267.6% |
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