+539.9%
STRL vs BMRN
-28.8%
+568.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +3.3% |
| 7D | +10.1% | -0.3% | +10.4% | +10.1% |
| 30D | -8.2% | +1.3% | -9.5% | -8.3% |
| 3M | -43.7% | +14.3% | -58.0% | -44.1% |
| 6M | +27.1% | +5.7% | +21.4% | +27.2% |
| YTD | +64.0% | +8.7% | +55.2% | +63.4% |
| 1Y | +75.2% | +14.6% | +60.5% | +72.9% |
| 3Y | +539.9% | -28.3% | +568.2% | +661.9% |
| All | +539.9% | -28.8% | +568.7% | +661.9% |
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 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