+29,139.0%
STRL vs BMRN
+329.9%
+28,809.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.2% |
| 7D | +15.7% | +2.1% | +13.5% | +15.4% |
| 30D | -35.5% | +3.8% | -39.3% | -35.9% |
| 3M | -47.1% | -16.5% | -30.7% | -45.9% |
| 6M | -65.8% | +6.9% | -72.6% | -66.4% |
| YTD | -4.5% | -3.7% | -0.8% | -5.1% |
| 1Y | -10.5% | +5.6% | -16.0% | -12.4% |
| 3Y | +340.6% | -31.4% | +372.0% | +354.2% |
| 5Y | +911.0% | -30.0% | +941.0% | +927.6% |
| 10Y | +3,727.1% | -37.4% | +3,764.5% | +3,750.3% |
| All | +29,139.0% | +329.9% | +28,809.1% | +17,402.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling