+549.4%
LYV vs BMRN
-29.6%
+579.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -1.9% | -1.3% | -0.7% | -1.6% |
| 30D | -8.2% | -6.5% | -1.7% | -6.6% |
| 3M | -1.3% | +18.3% | -19.5% | -5.8% |
| 6M | +2.6% | +8.9% | -6.3% | -0.4% |
| YTD | +19.4% | +10.5% | +8.9% | +15.2% |
| 1Y | -2.2% | +17.5% | -19.7% | -8.0% |
| 3Y | +106.0% | -27.7% | +133.8% | +116.7% |
| 5Y | +97.7% | -15.8% | +113.4% | +95.2% |
| All | +549.4% | -29.6% | +579.1% | +515.6% |
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 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