-27.9%
BMRN vs VO
+54.6%
-82.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.3% |
| 7D | -1.4% | -2.5% | +1.1% | +0.4% |
| 30D | -5.8% | -3.2% | -2.6% | -3.7% |
| 3M | +16.6% | +3.9% | +12.7% | +13.3% |
| 6M | +7.6% | +9.6% | -2.1% | +0.3% |
| YTD | +10.2% | +11.6% | -1.4% | +1.2% |
| 1Y | +20.2% | +12.6% | +7.6% | +9.6% |
| All | -27.9% | +54.6% | -82.5% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling