-76.7%
LULU vs BMRN
-16.0%
-60.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.6% | -1.3% | -0.4% | -1.3% |
| 30D | -18.1% | -6.5% | -11.6% | -16.5% |
| 3M | -18.8% | +18.3% | -37.0% | -23.1% |
| 6M | -39.2% | +8.9% | -48.1% | -41.2% |
| YTD | -52.4% | +10.5% | -62.9% | -54.2% |
| 1Y | -40.3% | +17.5% | -57.8% | -44.1% |
| 3Y | -75.1% | -27.7% | -47.4% | -73.4% |
| All | -76.7% | -16.0% | -60.7% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling