-38.0%
VG vs BMRN
+3.4%
-41.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.6% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +11.1% | +1.3% | +9.8% | +10.6% |
| 3M | +14.9% | +14.3% | +0.6% | +11.8% |
| 6M | +18.4% | +5.7% | +12.6% | +18.0% |
| YTD | +116.6% | +8.7% | +107.8% | +112.9% |
| 1Y | +9.4% | +14.6% | -5.3% | +4.8% |
| All | -38.0% | +3.4% | -41.4% | -34.2% |
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