+4,789.7%
SITM vs BMRN
-15.4%
+4,805.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | -11.9% | +18.3% | -30.1% | -18.6% |
| 6M | +81.1% | +8.9% | +72.2% | +72.0% |
| YTD | +80.0% | +10.5% | +69.5% | +68.7% |
| 1Y | +145.8% | +17.5% | +128.4% | +121.3% |
| 3Y | +475.9% | -27.7% | +503.6% | +517.4% |
| 5Y | +189.2% | -15.8% | +205.0% | +181.8% |
| All | +4,789.7% | -15.4% | +4,805.1% | +4,882.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling