+740.9%
STLD vs BMRN
-37.6%
+778.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.5% |
| 7D | +2.9% | +2.1% | +0.8% | +2.3% |
| 30D | -5.6% | +3.8% | -9.3% | -6.7% |
| 3M | -11.7% | -16.5% | +4.8% | -7.4% |
| 6M | -2.8% | +6.9% | -9.6% | -5.6% |
| YTD | +36.4% | -3.7% | +40.2% | +36.1% |
| 1Y | +50.0% | +5.6% | +44.5% | +44.7% |
| 3Y | +122.3% | -31.4% | +153.7% | +137.5% |
| 5Y | +273.2% | -30.0% | +303.2% | +286.2% |
| All | +740.9% | -37.6% | +778.5% | +675.0% |
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