-9.2%
STZ vs BMRN
-29.9%
+20.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.9% | +2.9% | -4.8% | -2.4% |
| 30D | -1.9% | +11.0% | -12.9% | -3.8% |
| 3M | -6.2% | +17.8% | -24.0% | -9.1% |
| 6M | -14.0% | +10.1% | -24.1% | -15.9% |
| YTD | -5.1% | +11.9% | -17.1% | -7.6% |
| 1Y | -9.6% | +17.2% | -26.8% | -13.1% |
| 3Y | -47.2% | -28.5% | -18.8% | -45.3% |
| 5Y | -33.6% | -21.7% | -11.9% | -33.5% |
| All | -9.2% | -29.9% | +20.7% | -10.1% |
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