+11.8%
STZ vs BMRN
-37.5%
+49.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -0.9% | +2.1% | -3.0% | -1.3% |
| 30D | +14.9% | +5.3% | +9.6% | +13.8% |
| 3M | +8.4% | -16.1% | +24.6% | +11.9% |
| 6M | +2.8% | +10.9% | -8.1% | +0.4% |
| YTD | +7.5% | -1.9% | +9.4% | +7.1% |
| 1Y | +12.5% | +6.2% | +6.4% | +9.8% |
| 3Y | -35.4% | -30.5% | -4.9% | -32.6% |
| 5Y | -29.3% | -28.4% | -0.9% | -28.0% |
| 10Y | +11.8% | -36.2% | +48.0% | +7.4% |
| All | +11.8% | -37.5% | +49.3% | +7.4% |
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