+98.8%
STM vs BMRN
+18.4%
+80.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.5% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | -7.8% | -5.8% | -2.0% | -7.9% |
| 3M | -28.2% | +16.6% | -44.8% | -28.5% |
| 6M | +52.0% | +7.6% | +44.4% | +52.5% |
| YTD | +96.4% | +10.2% | +86.2% | +96.4% |
| 1Y | +98.8% | +20.2% | +78.6% | +98.3% |
| All | +98.8% | +18.4% | +80.4% | +98.3% |
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 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