+216.8%
LUNR vs BMRN
-27.2%
+244.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | -3.1% | -1.3% | -1.8% | -2.5% |
| 30D | -15.3% | -6.5% | -8.8% | -12.3% |
| 3M | -53.2% | +18.3% | -71.4% | -58.3% |
| 6M | -22.2% | +8.9% | -31.1% | -27.7% |
| YTD | -11.6% | +10.5% | -22.1% | -19.1% |
| 1Y | +68.4% | +17.5% | +51.0% | +47.5% |
| 3Y | +216.8% | -27.7% | +244.5% | +224.5% |
| All | +216.8% | -27.2% | +244.0% | +224.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling