+243.9%
LUV vs BMRN
+392.1%
-148.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -0.1% | -1.4% | +1.3% | +0.1% |
| 30D | -14.6% | -5.8% | -8.8% | -13.8% |
| 3M | -5.7% | +16.6% | -22.3% | -8.3% |
| 6M | -8.4% | +7.6% | -16.0% | -9.9% |
| YTD | -5.1% | +10.2% | -15.4% | -7.1% |
| 1Y | +26.6% | +20.2% | +6.4% | +21.6% |
| 3Y | +39.7% | -27.4% | +67.0% | +44.5% |
| 5Y | -12.0% | -16.0% | +4.0% | -11.7% |
| 10Y | +17.3% | -30.3% | +47.6% | +16.5% |
| All | +243.9% | +392.1% | -148.2% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling