-3.3%
LVS vs BMRN
-29.6%
+26.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -3.5% | -1.3% | -2.2% | -3.1% |
| 30D | -6.2% | -6.5% | +0.3% | -4.4% |
| 3M | -14.8% | +18.3% | -33.1% | -19.3% |
| 6M | -20.9% | +8.9% | -29.7% | -23.5% |
| YTD | -33.0% | +10.5% | -43.6% | -35.7% |
| 1Y | -20.0% | +17.5% | -37.5% | -25.3% |
| 3Y | -6.9% | -27.7% | +20.8% | -1.6% |
| 5Y | +9.1% | -15.8% | +24.9% | +8.4% |
| All | -3.3% | -29.6% | +26.3% | -6.1% |
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