+50.9%
STLA vs BMRN
-29.6%
+80.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | +0.9% | -6.5% | +7.4% | +3.2% |
| 3M | -21.6% | +18.3% | -39.9% | -26.0% |
| 6M | -21.6% | +8.9% | -30.5% | -24.4% |
| YTD | -50.4% | +10.5% | -60.9% | -52.5% |
| 1Y | -43.6% | +17.5% | -61.0% | -47.4% |
| 3Y | -66.4% | -27.7% | -38.7% | -64.2% |
| 5Y | -62.3% | -15.8% | -46.5% | -62.8% |
| All | +50.9% | -29.6% | +80.5% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling