+340.6%
STRL vs BMRN
-31.2%
+371.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.1% |
| 7D | +15.7% | +2.1% | +13.5% | +15.6% |
| 30D | -35.5% | +3.8% | -39.3% | -35.5% |
| 3M | -47.1% | -16.5% | -30.7% | -46.6% |
| 6M | -65.8% | +6.9% | -72.6% | -66.3% |
| YTD | -4.5% | -3.7% | -0.8% | -4.7% |
| 1Y | -10.5% | +5.6% | -16.0% | -12.5% |
| 3Y | +340.6% | -31.4% | +372.0% | +355.5% |
| All | +340.6% | -31.2% | +371.8% | +355.5% |
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