+143.4%
STLD vs BMRN
-28.8%
+172.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.3% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -8.4% | +1.3% | -9.7% | -8.7% |
| 3M | -9.9% | +14.3% | -24.1% | -11.7% |
| 6M | +33.0% | +5.7% | +27.3% | +31.6% |
| YTD | +42.6% | +8.7% | +33.8% | +40.2% |
| 1Y | +80.8% | +14.6% | +66.1% | +75.8% |
| 3Y | +143.4% | -28.3% | +171.8% | +150.9% |
| All | +143.4% | -28.8% | +172.3% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling