+96.2%
VCIT vs BMRN
+232.6%
-136.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | -1.6% | -10.4% | +8.8% | -1.5% |
| 6M | -2.1% | +5.8% | -7.9% | -2.2% |
| YTD | -1.6% | -3.8% | +2.2% | -1.6% |
| 1Y | -0.8% | +11.1% | -11.9% | -1.0% |
| 3Y | +19.9% | -31.7% | +51.6% | +20.2% |
| 5Y | +3.3% | -30.9% | +34.2% | +3.5% |
| 10Y | +30.6% | -37.7% | +68.4% | +31.0% |
| All | +96.2% | +232.6% | -136.4% | +105.1% |
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