-70.4%
LYFT vs BMRN
-16.0%
-54.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -8.4% | -1.3% | -7.1% | -7.8% |
| 30D | -7.6% | -6.5% | -1.1% | -5.0% |
| 3M | +11.7% | +18.3% | -6.5% | +3.4% |
| 6M | +15.1% | +8.9% | +6.2% | +9.7% |
| YTD | -20.9% | +10.5% | -31.4% | -25.3% |
| 1Y | -16.4% | +17.5% | -33.9% | -24.3% |
| 3Y | +35.2% | -27.7% | +62.9% | +52.4% |
| All | -70.4% | -16.0% | -54.4% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling