-33.4%
BMRN vs VLTO
+56.1%
-89.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.8% |
| 7D | -0.5% | +2.0% | -2.5% | -1.2% |
| 30D | +4.3% | +21.8% | -17.5% | -2.9% |
| 3M | -10.4% | +20.2% | -30.6% | -16.3% |
| 6M | +5.8% | +36.3% | -30.6% | -5.6% |
| YTD | -3.8% | +18.8% | -22.6% | -10.1% |
| 1Y | +11.1% | +20.4% | -9.3% | +3.1% |
| 3Y | -31.7% | +71.9% | -103.6% | -42.7% |
| All | -33.4% | +56.1% | -89.6% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling