+21.1%
STM vs BMRN
-18.1%
+39.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +1.7% | -3.8% | +5.5% | +2.9% |
| 30D | -5.2% | -6.5% | +1.3% | -3.2% |
| 3M | -29.6% | +11.2% | -40.8% | -32.7% |
| 6M | +54.4% | +5.8% | +48.6% | +49.4% |
| YTD | +99.5% | +8.4% | +91.1% | +90.9% |
| 1Y | +100.8% | +15.7% | +85.1% | +85.4% |
| 3Y | +20.2% | -28.6% | +48.7% | +30.2% |
| 5Y | +21.1% | -19.6% | +40.7% | +15.3% |
| All | +21.1% | -18.1% | +39.2% | +15.3% |
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 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