+61.0%
STRL vs BMRN
+18.4%
+42.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -1.9% |
| 7D | +5.4% | -1.4% | +6.8% | +5.2% |
| 30D | -9.0% | -5.8% | -3.2% | -9.6% |
| 3M | -37.1% | +16.6% | -53.7% | -36.3% |
| 6M | +17.8% | +7.6% | +10.2% | +20.9% |
| YTD | +58.3% | +10.2% | +48.1% | +61.8% |
| 1Y | +61.0% | +20.2% | +40.8% | +64.2% |
| All | +61.0% | +18.4% | +42.6% | +64.2% |
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