+14,759.6%
VLO vs BMRN
+399.8%
+14,359.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +5.2% | +2.9% | +2.3% | +4.7% |
| 30D | +22.6% | +11.0% | +11.5% | +20.2% |
| 3M | +43.8% | +17.8% | +26.0% | +39.4% |
| 6M | +65.7% | +10.1% | +55.7% | +61.6% |
| YTD | +131.1% | +11.9% | +119.2% | +124.4% |
| 1Y | +143.6% | +17.2% | +126.4% | +133.5% |
| 3Y | +201.4% | -28.5% | +229.9% | +210.3% |
| 5Y | +568.9% | -21.7% | +590.6% | +566.0% |
| 10Y | +891.8% | -30.5% | +922.3% | +872.2% |
| All | +14,759.6% | +399.8% | +14,359.9% | +10,502.9% |
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