+98.0%
VCIT vs BMRN
+287.0%
-189.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.3% | +2.9% | -3.2% | -0.4% |
| 30D | -0.8% | +11.0% | -11.8% | -0.9% |
| 3M | -1.0% | +17.8% | -18.8% | -1.2% |
| 6M | -1.8% | +10.1% | -11.9% | -2.0% |
| YTD | -0.7% | +11.9% | -12.6% | -0.8% |
| 1Y | +1.0% | +17.2% | -16.3% | +0.8% |
| 3Y | +18.8% | -28.5% | +47.3% | +19.0% |
| 5Y | +3.5% | -21.7% | +25.2% | +3.5% |
| 10Y | +29.2% | -30.5% | +59.7% | +29.4% |
| All | +98.0% | +287.0% | -189.1% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling