+8,582.3%
STLD vs BMRN
+329.1%
+8,253.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.8% | +3.8% |
| 7D | -4.7% | +2.6% | -7.3% | -5.2% |
| 30D | -0.9% | +4.3% | -5.2% | -2.0% |
| 3M | -11.9% | -17.1% | +5.2% | -8.4% |
| 6M | +0.9% | +5.7% | -4.8% | -1.0% |
| YTD | +40.4% | -3.9% | +44.3% | +40.3% |
| 1Y | +56.6% | +8.5% | +48.1% | +51.6% |
| 3Y | +125.5% | -32.0% | +157.4% | +137.7% |
| 5Y | +292.8% | -29.9% | +322.8% | +305.5% |
| 10Y | +787.1% | -38.9% | +826.0% | +801.1% |
| All | +8,582.3% | +329.1% | +8,253.1% | +5,309.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling