+123.8%
STX vs BMRN
+8.7%
+115.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.8% | -7.9% |
| 7D | -20.2% | +2.0% | -22.2% | -20.0% |
| 30D | -37.2% | -0.7% | -36.5% | -37.1% |
| 3M | -34.1% | -5.9% | -28.1% | -34.6% |
| 6M | -24.5% | +3.0% | -27.5% | -26.3% |
| YTD | +102.9% | -3.9% | +106.8% | +99.6% |
| 1Y | +123.8% | +8.8% | +115.0% | +117.3% |
| All | +123.8% | +8.7% | +115.1% | +117.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling