-50.2%
VG vs BMRN
-8.5%
-41.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.3% | +2.1% |
| 7D | -8.3% | -0.5% | -7.9% | -8.3% |
| 30D | -10.3% | +4.3% | -14.7% | -10.9% |
| 3M | -10.8% | -10.4% | -0.4% | -9.5% |
| 6M | +3.5% | +5.8% | -2.3% | +1.6% |
| YTD | +74.0% | -3.8% | +77.7% | +74.2% |
| 1Y | +48.9% | +11.1% | +37.8% | +38.2% |
| All | -50.2% | -8.5% | -41.7% | -46.1% |
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