-4.6%
STM vs BMRN
-30.6%
+26.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.3% |
| 7D | +12.0% | +2.1% | +9.9% | +11.3% |
| 30D | -0.4% | +3.8% | -4.2% | -1.7% |
| 3M | -13.2% | -16.5% | +3.3% | -8.6% |
| 6M | -26.1% | +6.9% | -32.9% | -29.4% |
| YTD | +81.2% | -3.7% | +84.9% | +79.3% |
| 1Y | +98.3% | +5.6% | +92.8% | +87.9% |
| 3Y | +16.7% | -31.4% | +48.1% | +26.6% |
| All | -4.6% | -30.6% | +26.0% | -1.1% |
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