+1,017.4%
SMTC vs BMRN
+383.8%
+633.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +22.5% | -3.8% | +26.3% | +23.6% |
| 30D | +24.9% | -6.5% | +31.4% | +26.8% |
| 3M | +4.1% | +11.2% | -7.1% | +0.5% |
| 6M | +92.6% | +5.8% | +86.8% | +87.3% |
| YTD | +122.5% | +8.4% | +114.1% | +114.6% |
| 1Y | +166.2% | +15.7% | +150.6% | +151.0% |
| 3Y | +577.2% | -28.6% | +605.7% | +613.2% |
| 5Y | +119.0% | -19.6% | +138.6% | +121.3% |
| 10Y | +527.9% | -31.5% | +559.4% | +532.2% |
| All | +1,017.4% | +383.8% | +633.5% | +383.5% |
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