+198.7%
VFC vs BMRN
+385.5%
-186.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.4% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | -11.9% | +1.3% | -13.2% | -12.2% |
| 3M | -20.2% | +14.3% | -34.4% | -21.8% |
| 6M | -23.0% | +5.7% | -28.7% | -23.9% |
| YTD | -26.2% | +8.7% | -35.0% | -27.4% |
| 1Y | -13.3% | +14.6% | -28.0% | -15.6% |
| 3Y | -25.5% | -28.3% | +2.9% | -22.7% |
| 5Y | -78.1% | -15.7% | -62.4% | -77.9% |
| 10Y | -68.8% | -33.7% | -35.1% | -68.5% |
| All | +198.7% | +385.5% | -186.8% | +116.9% |
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