+213.8%
VICR vs BMRN
-27.2%
+241.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.3% | +10.9% | +11.1% |
| 7D | +5.0% | -1.3% | +6.2% | +5.1% |
| 30D | -12.5% | -6.5% | -6.0% | -11.7% |
| 3M | -33.6% | +18.3% | -51.9% | -35.9% |
| 6M | +10.7% | +8.9% | +1.8% | +8.6% |
| YTD | +80.6% | +10.5% | +70.1% | +76.0% |
| 1Y | +288.4% | +17.5% | +270.9% | +270.1% |
| 3Y | +213.8% | -27.7% | +241.5% | +223.1% |
| All | +213.8% | -27.2% | +241.0% | +223.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling