+96.1%
VCIT vs BMRN
+225.9%
-129.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +0.1% | -4.2% | +4.3% | +0.1% |
| 30D | +1.9% | +1.5% | +0.4% | +1.9% |
| 3M | -1.4% | -8.8% | +7.4% | -1.4% |
| 6M | -2.1% | +2.6% | -4.8% | -2.2% |
| YTD | -1.6% | -5.7% | +4.1% | -1.6% |
| 1Y | -0.9% | +8.1% | -9.0% | -1.0% |
| 3Y | +20.0% | -26.5% | +46.5% | +20.1% |
| 5Y | +3.1% | -33.2% | +36.4% | +3.3% |
| 10Y | +28.7% | -31.7% | +60.4% | +29.3% |
| All | +96.1% | +225.9% | -129.9% | +105.0% |
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