-56.5%
LUMN vs BMRN
-29.6%
-26.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +2.5% | -1.3% | +3.8% | +2.9% |
| 30D | +10.3% | -6.5% | +16.8% | +12.4% |
| 3M | -18.3% | +18.3% | -36.5% | -22.1% |
| 6M | +4.4% | +8.9% | -4.5% | +1.4% |
| YTD | -10.7% | +10.5% | -21.2% | -13.6% |
| 1Y | +14.0% | +17.5% | -3.5% | +7.6% |
| 3Y | +406.6% | -27.7% | +434.3% | +436.8% |
| 5Y | -36.8% | -15.8% | -21.0% | -36.3% |
| All | -56.5% | -29.6% | -26.8% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling