+194.7%
STT vs BMRN
-27.4%
+222.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -1.4% | -1.4% | 0.0% | -1.2% |
| 30D | +2.2% | -5.8% | +8.0% | +2.9% |
| 3M | +18.8% | +16.6% | +2.2% | +16.1% |
| 6M | +57.9% | +7.6% | +50.3% | +56.0% |
| YTD | +51.0% | +10.2% | +40.8% | +48.3% |
| 1Y | +77.1% | +20.2% | +56.9% | +70.9% |
| All | +194.7% | -27.4% | +222.0% | +198.2% |
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