-63.5%
LUMN vs BMRN
+7.7%
-71.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -18.2% | -4.2% | -14.0% | -17.2% |
| 30D | -32.5% | +1.5% | -34.0% | -32.8% |
| 3M | -32.4% | -8.8% | -23.5% | -30.4% |
| 6M | -59.3% | +2.6% | -61.9% | -59.5% |
| YTD | -48.6% | -5.7% | -42.9% | -47.8% |
| 1Y | -63.5% | +8.1% | -71.6% | -63.5% |
| All | -63.5% | +7.7% | -71.2% | -63.5% |
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