+475.9%
SITM vs BMRN
-27.2%
+503.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.5% |
| 7D | +3.9% | -1.3% | +5.1% | +4.0% |
| 30D | -6.6% | -6.5% | -0.1% | -5.7% |
| 3M | -11.9% | +18.3% | -30.1% | -14.5% |
| 6M | +81.1% | +8.9% | +72.2% | +78.0% |
| YTD | +80.0% | +10.5% | +69.5% | +75.9% |
| 1Y | +145.8% | +17.5% | +128.4% | +136.3% |
| 3Y | +475.9% | -27.7% | +503.6% | +460.7% |
| All | +475.9% | -27.2% | +503.1% | +460.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling