+183.6%
VEU vs BMRN
+298.2%
-114.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.7% |
| 7D | -1.9% | -1.4% | -0.5% | -1.6% |
| 30D | -0.7% | -5.8% | +5.1% | +0.6% |
| 3M | +4.9% | +16.6% | -11.8% | +0.8% |
| 6M | +9.8% | +7.6% | +2.3% | +7.2% |
| YTD | +15.3% | +10.2% | +5.1% | +11.7% |
| 1Y | +23.0% | +20.2% | +2.8% | +16.1% |
| 3Y | +73.5% | -27.4% | +100.9% | +80.2% |
| 5Y | +54.5% | -16.0% | +70.5% | +51.7% |
| 10Y | +150.4% | -30.3% | +180.7% | +138.5% |
| All | +183.6% | +298.2% | -114.6% | +32.7% |
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