+114.7%
SMTC vs BMRN
-18.8%
+133.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.4% |
| 7D | +17.5% | -1.4% | +18.9% | +17.9% |
| 30D | +21.3% | -5.8% | +27.1% | +23.2% |
| 3M | +3.1% | +16.6% | -13.5% | -2.8% |
| 6M | +81.7% | +7.6% | +74.1% | +75.1% |
| YTD | +115.9% | +10.2% | +105.7% | +105.5% |
| 1Y | +157.8% | +20.2% | +137.6% | +135.1% |
| 3Y | +557.3% | -27.4% | +584.7% | +609.8% |
| 5Y | +114.7% | -16.0% | +130.7% | +111.7% |
| All | +114.7% | -18.8% | +133.4% | +111.7% |
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 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