-23.5%
BMRN vs VLTO
+24.3%
-47.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -1.3% | -2.3% | +1.0% | -0.5% |
| 30D | -6.5% | -2.7% | -3.8% | -5.6% |
| 3M | +18.3% | +14.0% | +4.2% | +12.7% |
| 6M | +8.9% | +3.3% | +5.6% | +7.4% |
| YTD | +10.5% | -5.4% | +15.9% | +12.2% |
| 1Y | +17.5% | -13.3% | +30.8% | +23.4% |
| All | -23.5% | +24.3% | -47.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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