+195.0%
VLO vs BMRN
-27.2%
+222.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +5.3% | -1.3% | +6.6% | +5.4% |
| 30D | +18.2% | -6.5% | +24.7% | +18.6% |
| 3M | +53.3% | +18.3% | +35.1% | +52.1% |
| 6M | +70.4% | +8.9% | +61.5% | +70.5% |
| YTD | +143.4% | +10.5% | +132.9% | +142.8% |
| 1Y | +153.0% | +17.5% | +135.5% | +150.1% |
| 3Y | +195.0% | -27.7% | +222.7% | +199.6% |
| All | +195.0% | -27.2% | +222.1% | +199.6% |
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