+1.1%
STZ vs BMRN
-32.2%
+33.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +4.9% | -4.2% | +9.1% | +5.7% |
| 30D | +20.9% | +1.5% | +19.4% | +20.6% |
| 3M | +8.0% | -8.8% | +16.8% | +9.6% |
| 6M | -5.3% | +2.6% | -7.9% | -6.1% |
| YTD | +5.9% | -5.7% | +11.6% | +6.3% |
| 1Y | +14.2% | +8.1% | +6.1% | +11.1% |
| 3Y | -37.0% | -26.5% | -10.5% | -35.2% |
| 5Y | -29.7% | -33.2% | +3.5% | -27.5% |
| All | +1.1% | -32.2% | +33.3% | +1.8% |
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