+80.8%
STLD vs BMRN
+18.4%
+62.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | -3.6% | -1.4% | -2.3% | -3.5% |
| 30D | -10.1% | -5.8% | -4.3% | -9.5% |
| 3M | -11.4% | +16.6% | -28.1% | -12.9% |
| 6M | +30.8% | +7.6% | +23.2% | +29.6% |
| YTD | +40.7% | +10.2% | +30.4% | +38.7% |
| 1Y | +80.8% | +20.2% | +60.6% | +78.6% |
| All | +80.8% | +18.4% | +62.3% | +78.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling