+173.5%
BCRX vs VT
+345.0%
-171.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -2.0% |
| 7D | -10.4% | -4.2% | -6.3% | -5.2% |
| 30D | -4.0% | -5.8% | +1.8% | +3.9% |
| 3M | -15.9% | -5.2% | -10.6% | -9.7% |
| 6M | -15.5% | +0.1% | -15.6% | -16.3% |
| YTD | -2.2% | +8.2% | -10.4% | -13.3% |
| 1Y | +6.4% | +10.1% | -3.7% | -7.9% |
| 3Y | +26.3% | +69.7% | -43.3% | -39.1% |
| 5Y | -38.5% | +53.4% | -91.9% | -65.6% |
| 10Y | +95.1% | +219.2% | -124.1% | -57.6% |
| All | +173.5% | +345.0% | -171.5% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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