+48.7%
LVS vs BMRN
+975.3%
-926.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.3% |
| 7D | -2.7% | -3.8% | +1.1% | -1.2% |
| 30D | -4.7% | -6.5% | +1.8% | -2.2% |
| 3M | -15.6% | +11.2% | -26.8% | -19.5% |
| 6M | -18.6% | +5.8% | -24.4% | -21.6% |
| YTD | -32.3% | +8.4% | -40.6% | -35.6% |
| 1Y | -18.0% | +15.7% | -33.7% | -25.0% |
| 3Y | -5.8% | -28.6% | +22.7% | +1.2% |
| 5Y | +5.7% | -19.6% | +25.3% | +5.7% |
| 10Y | 0.0% | -31.5% | +31.5% | -7.0% |
| All | +48.7% | +975.3% | -926.6% | -61.6% |
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