-36.2%
BMRN vs VT
+224.4%
-260.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.1% |
| 7D | +2.1% | -0.7% | +2.8% | +2.7% |
| 30D | +5.3% | -1.7% | +7.1% | +6.8% |
| 3M | -16.1% | -2.3% | -13.8% | -14.6% |
| 6M | +10.9% | +1.5% | +9.4% | +8.5% |
| YTD | -1.9% | +12.0% | -13.9% | -12.8% |
| 1Y | +6.2% | +12.9% | -6.7% | -6.2% |
| 3Y | -30.5% | +74.9% | -105.5% | -59.7% |
| 5Y | -28.4% | +59.9% | -88.3% | -54.9% |
| 10Y | -36.2% | +224.6% | -260.8% | -79.2% |
| All | -36.2% | +224.4% | -260.6% | -79.2% |
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