+165.5%
SITM vs BMRN
+12.9%
+152.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.4% | +6.6% |
| 7D | +9.7% | +2.9% | +6.8% | +9.9% |
| 30D | +12.7% | +11.0% | +1.6% | +13.0% |
| 3M | -13.4% | +17.8% | -31.2% | -13.0% |
| 6M | +59.6% | +10.1% | +49.5% | +60.1% |
| YTD | +73.3% | +11.9% | +61.4% | +73.9% |
| 1Y | +165.5% | +17.2% | +148.3% | +167.9% |
| All | +165.5% | +12.9% | +152.6% | +167.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling