+793.2%
STT vs BMRN
+385.5%
+407.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.6% | -0.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +3.9% | +1.3% | +2.6% | +3.4% |
| 3M | +19.2% | +14.3% | +4.9% | +15.3% |
| 6M | +60.4% | +5.7% | +54.6% | +57.2% |
| YTD | +51.5% | +8.7% | +42.7% | +47.3% |
| 1Y | +76.3% | +14.6% | +61.7% | +68.4% |
| 3Y | +200.7% | -28.3% | +229.1% | +212.9% |
| 5Y | +157.5% | -15.7% | +173.2% | +154.8% |
| 10Y | +262.0% | -33.7% | +295.7% | +260.4% |
| All | +793.2% | +385.5% | +407.7% | +441.5% |
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 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