+36.2%
LUMN vs BMRN
+12.9%
+23.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +12.1% | +2.9% | +9.2% | +11.6% |
| 30D | +11.3% | +11.0% | +0.3% | +9.8% |
| 3M | -31.6% | +17.8% | -49.4% | -33.1% |
| 6M | -2.7% | +10.1% | -12.8% | -4.8% |
| YTD | -12.9% | +11.9% | -24.8% | -14.8% |
| 1Y | +36.2% | +17.2% | +19.0% | +27.5% |
| All | +36.2% | +12.9% | +23.3% | +27.5% |
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