-37.7%
BMRN vs VT
+223.7%
-261.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.6% | -0.3% |
| 7D | -0.5% | +0.4% | -0.8% | -0.9% |
| 30D | +4.3% | -2.6% | +6.9% | +6.6% |
| 3M | -10.4% | -3.2% | -7.2% | -8.0% |
| 6M | +5.8% | +0.9% | +4.8% | +3.9% |
| YTD | -3.8% | +11.3% | -15.1% | -14.0% |
| 1Y | +11.1% | +14.0% | -2.9% | -2.8% |
| 3Y | -31.7% | +75.8% | -107.5% | -60.6% |
| 5Y | -30.9% | +57.8% | -88.7% | -55.9% |
| 10Y | -37.7% | +219.8% | -257.5% | -79.5% |
| All | -37.7% | +223.7% | -261.4% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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