+293.5%
STLD vs BMRN
-18.1%
+311.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.8% | -3.8% | +1.0% | -2.0% |
| 30D | -10.4% | -6.5% | -3.9% | -9.2% |
| 3M | -10.6% | +11.2% | -21.8% | -12.8% |
| 6M | +32.7% | +5.8% | +26.9% | +30.4% |
| YTD | +42.8% | +8.4% | +34.4% | +39.3% |
| 1Y | +86.9% | +15.7% | +71.3% | +78.7% |
| 3Y | +143.8% | -28.6% | +172.4% | +156.3% |
| 5Y | +293.5% | -19.6% | +313.1% | +297.3% |
| All | +293.5% | -18.1% | +311.6% | +297.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling