+153.0%
VLO vs BMRN
+20.6%
+132.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +5.3% | -1.3% | +6.6% | +5.2% |
| 30D | +18.2% | -6.5% | +24.7% | +17.6% |
| 3M | +53.3% | +18.3% | +35.1% | +56.3% |
| 6M | +70.4% | +8.9% | +61.5% | +75.7% |
| YTD | +143.4% | +10.5% | +132.9% | +150.3% |
| 1Y | +153.0% | +17.5% | +135.5% | +157.7% |
| All | +153.0% | +20.6% | +132.4% | +157.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling