+2,125.4%
STRL vs BMRN
-18.1%
+2,143.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +8.2% | -3.8% | +12.0% | +8.8% |
| 30D | -6.3% | -6.5% | +0.2% | -5.5% |
| 3M | -41.2% | +11.2% | -52.4% | -42.5% |
| 6M | +20.4% | +5.8% | +14.6% | +18.7% |
| YTD | +61.7% | +8.4% | +53.3% | +58.3% |
| 1Y | +72.7% | +15.7% | +57.1% | +66.1% |
| 3Y | +530.9% | -28.6% | +559.5% | +570.0% |
| 5Y | +2,125.4% | -19.6% | +2,145.0% | +2,103.1% |
| All | +2,125.4% | -18.1% | +2,143.5% | +2,103.1% |
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