+1,601.7%
VICR vs BMRN
-29.6%
+1,631.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.3% | +10.9% | +11.1% |
| 7D | +5.0% | -1.3% | +6.2% | +5.4% |
| 30D | -12.5% | -6.5% | -6.0% | -10.6% |
| 3M | -33.6% | +18.3% | -51.9% | -38.2% |
| 6M | +10.7% | +8.9% | +1.8% | +5.2% |
| YTD | +80.6% | +10.5% | +70.1% | +70.3% |
| 1Y | +288.4% | +17.5% | +270.9% | +255.2% |
| 3Y | +213.8% | -27.7% | +241.5% | +233.7% |
| 5Y | +58.8% | -15.8% | +74.6% | +56.2% |
| All | +1,601.7% | -29.6% | +1,631.3% | +1,422.7% |
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