-30.3%
LULU vs BMRN
+8.7%
-38.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.1% | +4.4% |
| 7D | +6.5% | +2.0% | +4.5% | +6.1% |
| 30D | +20.3% | -0.7% | +21.0% | +20.3% |
| 3M | -8.9% | -5.9% | -3.0% | -8.7% |
| 6M | -13.1% | +3.0% | -16.1% | -13.7% |
| YTD | -46.1% | -3.9% | -42.2% | -46.0% |
| 1Y | -30.3% | +8.8% | -39.0% | -29.1% |
| All | -30.3% | +8.7% | -38.9% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling