+371.2%
VFC vs BMRN
+329.9%
+41.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.1% |
| 7D | +1.6% | +2.1% | -0.5% | +1.3% |
| 30D | +25.5% | +3.8% | +21.7% | +24.8% |
| 3M | +41.3% | -16.5% | +57.8% | +45.0% |
| 6M | +22.2% | +6.9% | +15.3% | +20.6% |
| YTD | +16.4% | -3.7% | +20.1% | +16.6% |
| 1Y | +38.4% | +5.6% | +32.9% | +36.4% |
| 3Y | +56.2% | -31.4% | +87.6% | +63.6% |
| 5Y | -68.2% | -30.0% | -38.2% | -67.0% |
| 10Y | -48.4% | -37.4% | -10.9% | -47.3% |
| All | +371.2% | +329.9% | +41.3% | +248.3% |
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