+29.8%
VCIT vs BMRN
-33.1%
+62.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | -0.2% | -3.8% | +3.6% | -0.1% |
| 30D | -0.5% | -6.5% | +6.0% | -0.4% |
| 3M | -0.9% | +11.2% | -12.2% | -1.2% |
| 6M | -1.9% | +5.8% | -7.7% | -2.1% |
| YTD | -1.0% | +8.4% | -9.3% | -1.2% |
| 1Y | +0.2% | +15.7% | -15.4% | -0.3% |
| 3Y | +19.0% | -28.6% | +47.6% | +19.5% |
| 5Y | +3.1% | -19.6% | +22.7% | +3.1% |
| 10Y | +29.8% | -31.5% | +61.3% | +30.5% |
| All | +29.8% | -33.1% | +62.8% | +30.5% |
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