+55.6%
VFC vs BMRN
+8.7%
+46.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.9% |
| 7D | +21.5% | +2.0% | +19.5% | +20.9% |
| 30D | +46.7% | -0.7% | +47.4% | +46.6% |
| 3M | +38.4% | -5.9% | +44.3% | +39.3% |
| 6M | +15.2% | +3.0% | +12.2% | +14.6% |
| YTD | +17.8% | -3.9% | +21.7% | +19.4% |
| 1Y | +55.6% | +8.8% | +46.8% | +54.0% |
| All | +55.6% | +8.7% | +46.9% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling