+252.7%
STLA vs BMRN
+244.5%
+8.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.3% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | -2.4% | +1.3% | -3.6% | -2.8% |
| 3M | -23.9% | +14.3% | -38.2% | -26.6% |
| 6M | -24.6% | +5.7% | -30.4% | -26.1% |
| YTD | -50.5% | +8.7% | -59.3% | -52.0% |
| 1Y | -39.8% | +14.6% | -54.5% | -42.7% |
| 3Y | -65.6% | -28.3% | -37.3% | -63.7% |
| 5Y | -62.1% | -15.7% | -46.3% | -62.2% |
| 10Y | +47.8% | -33.7% | +81.4% | +47.4% |
| All | +252.7% | +244.5% | +8.2% | +199.6% |
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