+185.2%
SITM vs BMRN
-16.0%
+201.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.4% |
| 7D | +3.9% | -1.3% | +5.1% | +4.4% |
| 30D | -6.6% | -6.5% | -0.1% | -4.4% |
| 3M | -11.9% | +18.3% | -30.1% | -18.1% |
| 6M | +81.1% | +8.9% | +72.2% | +72.9% |
| YTD | +80.0% | +10.5% | +69.5% | +69.7% |
| 1Y | +145.8% | +17.5% | +128.4% | +123.0% |
| 3Y | +475.9% | -27.7% | +503.6% | +522.6% |
| All | +185.2% | -16.0% | +201.3% | +163.6% |
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