+1,116.1%
STLD vs BMRN
-31.0%
+1,147.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.8% | -3.8% | +1.0% | -1.7% |
| 30D | -10.4% | -6.5% | -3.9% | -8.7% |
| 3M | -10.6% | +11.2% | -21.8% | -13.6% |
| 6M | +32.7% | +5.8% | +26.9% | +29.5% |
| YTD | +42.8% | +8.4% | +34.4% | +38.0% |
| 1Y | +86.9% | +15.7% | +71.3% | +75.8% |
| 3Y | +143.8% | -28.6% | +172.4% | +158.1% |
| 5Y | +293.5% | -19.6% | +313.1% | +290.9% |
| All | +1,116.1% | -31.0% | +1,147.1% | +1,019.2% |
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