+580.9%
VRSK vs BMRN
+267.7%
+313.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | -2.3% | -6.5% | +4.2% | -1.2% |
| 3M | -2.9% | +18.3% | -21.2% | -5.8% |
| 6M | -12.8% | +8.9% | -21.7% | -14.5% |
| YTD | -20.8% | +10.5% | -31.3% | -22.7% |
| 1Y | -33.2% | +17.5% | -50.7% | -35.8% |
| 3Y | -26.6% | -27.7% | +1.1% | -24.4% |
| 5Y | -11.3% | -15.8% | +4.4% | -12.4% |
| 10Y | +126.1% | -30.1% | +156.3% | +119.3% |
| All | +580.9% | +267.7% | +313.1% | +353.1% |
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