+21.1%
STM vs BMRN
-28.8%
+50.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.1% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -7.4% | +1.3% | -8.6% | -7.8% |
| 3M | -30.6% | +14.3% | -44.9% | -33.2% |
| 6M | +66.4% | +5.7% | +60.6% | +63.0% |
| YTD | +101.1% | +8.7% | +92.4% | +95.2% |
| 1Y | +97.4% | +14.6% | +82.7% | +87.6% |
| 3Y | +21.1% | -28.3% | +49.5% | +24.4% |
| All | +21.1% | -28.8% | +50.0% | +24.4% |
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