+616.3%
BMRN vs VO
+825.6%
-209.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +2.1% | +3.1% | -1.0% | -0.7% |
| 30D | +3.8% | +2.2% | +1.6% | +1.7% |
| 3M | -16.5% | -2.5% | -14.0% | -14.7% |
| 6M | +6.9% | +7.0% | -0.1% | 0.0% |
| YTD | -3.7% | +14.0% | -17.7% | -15.4% |
| 1Y | +5.6% | +15.6% | -10.1% | -8.5% |
| 3Y | -31.4% | +66.2% | -97.5% | -57.9% |
| 5Y | -30.0% | +36.6% | -66.6% | -49.4% |
| 10Y | -37.4% | +199.0% | -236.4% | -79.2% |
| All | +616.3% | +825.6% | -209.3% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling