-25.9%
STRL vs BMRN
+8.7%
-34.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.6% | -24.1% | -20.7% |
| 7D | -27.1% | +2.0% | -29.1% | -26.4% |
| 30D | -45.8% | -0.7% | -45.1% | -45.5% |
| 3M | -47.6% | -5.9% | -41.7% | -47.8% |
| 6M | -46.4% | +3.0% | -49.4% | -46.3% |
| YTD | -7.4% | -3.9% | -3.5% | -6.3% |
| 1Y | -25.9% | +8.8% | -34.6% | -27.9% |
| All | -25.9% | +8.7% | -34.5% | -27.9% |
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 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