+738.6%
VMC vs BMRN
+385.5%
+353.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -9.1% | +1.3% | -10.4% | -9.4% |
| 3M | -4.1% | +14.3% | -18.4% | -6.2% |
| 6M | -5.5% | +5.7% | -11.3% | -6.7% |
| YTD | -8.9% | +8.7% | -17.7% | -10.5% |
| 1Y | -12.9% | +14.6% | -27.6% | -15.5% |
| 3Y | +22.1% | -28.3% | +50.5% | +25.6% |
| 5Y | +52.7% | -15.7% | +68.5% | +51.7% |
| 10Y | +152.7% | -33.7% | +186.4% | +150.2% |
| All | +738.6% | +385.5% | +353.1% | +499.9% |
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