+17.5%
LUV vs BMRN
-29.6%
+47.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -12.4% | -6.5% | -5.9% | -10.8% |
| 3M | -11.0% | +18.3% | -29.2% | -15.3% |
| 6M | -5.0% | +8.9% | -13.9% | -7.8% |
| YTD | -3.8% | +10.5% | -14.3% | -7.2% |
| 1Y | +25.9% | +17.5% | +8.4% | +18.5% |
| 3Y | +42.2% | -27.7% | +70.0% | +50.0% |
| 5Y | -10.8% | -15.8% | +5.0% | -10.9% |
| All | +17.5% | -29.6% | +47.1% | +13.0% |
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