+169.7%
VEA vs BMRN
+256.8%
-87.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | -0.8% | -6.5% | +5.7% | +0.6% |
| 3M | +2.5% | +18.3% | -15.8% | -1.7% |
| 6M | +11.1% | +8.9% | +2.3% | +8.2% |
| YTD | +17.2% | +10.5% | +6.7% | +13.5% |
| 1Y | +24.5% | +17.5% | +7.0% | +18.2% |
| 3Y | +75.4% | -27.7% | +103.1% | +82.3% |
| 5Y | +61.1% | -15.8% | +76.9% | +58.2% |
| 10Y | +163.1% | -30.1% | +193.3% | +150.7% |
| All | +169.7% | +256.8% | -87.0% | +27.7% |
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