+1.5%
STLA vs BMRN
-37.6%
+39.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.3% |
| 7D | -13.8% | +2.1% | -15.9% | -14.4% |
| 30D | -10.5% | +3.8% | -14.3% | -11.6% |
| 3M | -28.9% | -16.5% | -12.4% | -24.5% |
| 6M | -49.7% | +6.9% | -56.6% | -51.2% |
| YTD | -64.9% | -3.7% | -61.2% | -64.9% |
| 1Y | -64.0% | +5.6% | -69.6% | -65.3% |
| 3Y | -77.4% | -31.4% | -46.1% | -75.4% |
| 5Y | -74.4% | -30.0% | -44.5% | -73.2% |
| All | +1.5% | -37.6% | +39.1% | -3.1% |
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