+12.5%
STZ vs BMRN
+10.1%
+2.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -0.9% | +2.1% | -3.0% | -1.0% |
| 30D | +14.9% | +5.3% | +9.6% | +14.9% |
| 3M | +8.4% | -16.1% | +24.6% | +7.5% |
| 6M | +2.8% | +10.9% | -8.1% | +4.5% |
| YTD | +7.5% | -1.9% | +9.4% | +7.8% |
| 1Y | +12.5% | +6.2% | +6.4% | +14.6% |
| All | +12.5% | +10.1% | +2.5% | +14.6% |
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