+79.2%
BHVN vs VT
+109.4%
-30.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.9% | -13.9% | -13.3% |
| 7D | -19.4% | -2.0% | -17.4% | -16.3% |
| 30D | -11.7% | -1.4% | -10.3% | -9.2% |
| 3M | +15.5% | +4.7% | +10.8% | +6.5% |
| 6M | +24.5% | +11.4% | +13.2% | +3.0% |
| YTD | +13.3% | +13.1% | +0.2% | -8.7% |
| 1Y | -8.7% | +19.0% | -27.7% | -33.8% |
| 3Y | -31.0% | +73.9% | -104.9% | -74.4% |
| All | +79.2% | +109.4% | -30.1% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling