+264.3%
STT vs BMRN
-29.6%
+293.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.4% | -1.3% | +0.8% | -0.1% |
| 30D | +1.7% | -6.5% | +8.2% | +3.5% |
| 3M | +17.9% | +18.3% | -0.4% | +11.9% |
| 6M | +55.3% | +8.9% | +46.4% | +50.1% |
| YTD | +52.7% | +10.5% | +42.1% | +46.6% |
| 1Y | +75.7% | +17.5% | +58.2% | +64.3% |
| 3Y | +197.9% | -27.7% | +225.6% | +214.0% |
| 5Y | +158.8% | -15.8% | +174.5% | +152.6% |
| All | +264.3% | -29.6% | +293.9% | +239.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling