+2,225.5%
STZ vs BMRN
+325.9%
+1,899.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.7% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | +14.7% | +4.3% | +10.4% | +14.2% |
| 3M | +8.8% | -19.3% | +28.1% | +11.5% |
| 6M | +3.1% | +7.2% | -4.2% | +2.0% |
| YTD | +7.9% | -4.6% | +12.5% | +8.0% |
| 1Y | +14.2% | +2.5% | +11.7% | +13.0% |
| 3Y | -35.2% | -32.5% | -2.7% | -33.2% |
| 5Y | -29.6% | -30.6% | +1.0% | -28.3% |
| 10Y | +12.2% | -38.0% | +50.2% | +12.3% |
| All | +2,225.5% | +325.9% | +1,899.6% | +1,689.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling