+31.2%
VCIT vs BMRN
-35.8%
+67.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +1.8% | +4.3% | -2.5% | +1.7% |
| 3M | -1.1% | -10.4% | +9.3% | -0.9% |
| 6M | -1.7% | +5.8% | -7.4% | -1.9% |
| YTD | -1.1% | -3.8% | +2.6% | -1.1% |
| 1Y | -0.4% | +11.1% | -11.5% | -0.8% |
| 3Y | +20.5% | -31.7% | +52.2% | +21.2% |
| 5Y | +3.8% | -30.9% | +34.7% | +4.2% |
| 10Y | +31.2% | -37.7% | +68.9% | +31.4% |
| All | +31.2% | -35.8% | +67.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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