-68.5%
VFC vs BMRN
-29.6%
-38.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | -9.0% | -6.5% | -2.5% | -7.3% |
| 3M | -24.2% | +18.3% | -42.4% | -28.0% |
| 6M | -18.5% | +8.9% | -27.4% | -21.1% |
| YTD | -25.9% | +10.5% | -36.4% | -28.6% |
| 1Y | -13.0% | +17.5% | -30.5% | -18.2% |
| 3Y | -20.3% | -27.7% | +7.4% | -15.6% |
| 5Y | -78.1% | -15.8% | -62.3% | -77.9% |
| All | -68.5% | -29.6% | -38.9% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling