+11.8%
STZ vs BMRN
-35.8%
+47.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | +19.6% | +4.3% | +15.3% | +18.7% |
| 3M | +8.0% | -10.4% | +18.4% | +10.0% |
| 6M | -0.3% | +5.8% | -6.0% | -1.7% |
| YTD | +8.6% | -3.8% | +12.4% | +8.5% |
| 1Y | +17.3% | +11.1% | +6.2% | +13.4% |
| 3Y | -34.7% | -31.7% | -3.0% | -31.6% |
| 5Y | -27.6% | -30.9% | +3.3% | -25.8% |
| 10Y | +11.8% | -37.7% | +49.5% | +7.8% |
| All | +11.8% | -35.8% | +47.5% | +7.8% |
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