-64.6%
STRL vs BMRN
+7.1%
-71.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -1.7% |
| 7D | +23.4% | +1.0% | +22.4% | +23.8% |
| 30D | -39.5% | +4.3% | -43.8% | -38.3% |
| 3M | -45.1% | -19.3% | -25.8% | -47.6% |
| 6M | -64.6% | +7.2% | -71.8% | -66.1% |
| All | -64.6% | +7.1% | -71.7% | -66.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling