-33.5%
BMRN vs VLTO
+56.3%
-89.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.6% | +1.6% | +1.0% | +2.1% |
| 30D | +4.3% | +22.0% | -17.7% | -3.0% |
| 3M | -17.1% | +21.9% | -39.0% | -22.9% |
| 6M | +5.7% | +36.5% | -30.8% | -5.8% |
| YTD | -3.9% | +19.0% | -22.9% | -10.2% |
| 1Y | +8.5% | +21.0% | -12.5% | +0.4% |
| 3Y | -32.0% | +69.9% | -101.9% | -42.7% |
| All | -33.5% | +56.3% | -89.8% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling