+279.6%
BMRN vs VCLT
+102.9%
+176.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -6.5% | +0.1% | -6.6% | -6.5% |
| 3M | +11.2% | -2.9% | +14.1% | +11.7% |
| 6M | +5.8% | -4.0% | +9.8% | +6.5% |
| YTD | +8.4% | -2.2% | +10.6% | +8.8% |
| 1Y | +15.7% | -2.6% | +18.2% | +16.1% |
| 3Y | -28.6% | +12.3% | -40.9% | -29.8% |
| 5Y | -19.6% | -16.4% | -3.2% | -21.0% |
| 10Y | -31.5% | +18.1% | -49.6% | -27.3% |
| All | +279.6% | +102.9% | +176.6% | +444.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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