-35.2%
STZ vs BMRN
-31.2%
-4.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | +2.6% | +2.1% | +0.4% | +2.3% |
| 30D | +15.2% | +3.8% | +11.4% | +14.6% |
| 3M | +7.6% | -16.5% | +24.1% | +9.9% |
| 6M | +5.3% | +6.9% | -1.6% | +4.3% |
| YTD | +8.6% | -3.7% | +12.3% | +8.9% |
| 1Y | +15.6% | +5.6% | +10.0% | +13.6% |
| 3Y | -35.2% | -31.4% | -3.8% | -32.4% |
| All | -35.2% | -31.2% | -4.0% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling