+8,779.4%
STLD vs BMRN
+399.8%
+8,379.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +3.1% | +2.9% | +0.3% | +2.5% |
| 30D | -9.0% | +11.0% | -20.0% | -11.2% |
| 3M | -12.4% | +17.8% | -30.2% | -15.7% |
| 6M | +25.5% | +10.1% | +15.4% | +22.1% |
| YTD | +43.6% | +11.9% | +31.7% | +39.0% |
| 1Y | +87.2% | +17.2% | +70.0% | +78.4% |
| 3Y | +135.2% | -28.5% | +163.7% | +145.0% |
| 5Y | +290.9% | -21.7% | +312.6% | +293.4% |
| 10Y | +1,113.5% | -30.5% | +1,144.0% | +1,099.1% |
| All | +8,779.4% | +399.8% | +8,379.7% | +5,259.9% |
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 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