+225.9%
VIK vs BMRN
-20.6%
+246.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -0.8% | -3.8% | +3.0% | +0.1% |
| 30D | -18.0% | -6.5% | -11.6% | -16.8% |
| 3M | -5.8% | +11.2% | -17.0% | -8.9% |
| 6M | +17.2% | +5.8% | +11.4% | +14.7% |
| YTD | +19.1% | +8.4% | +10.7% | +15.7% |
| 1Y | +33.6% | +15.7% | +18.0% | +26.9% |
| All | +225.9% | -20.6% | +246.5% | +220.2% |
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 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