+799.3%
VRSN vs BMRN
+385.5%
+413.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.7% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -3.9% | +1.3% | -5.2% | -4.4% |
| 3M | -0.1% | +14.3% | -14.4% | -3.4% |
| 6M | +16.4% | +5.7% | +10.7% | +14.1% |
| YTD | +17.2% | +8.7% | +8.5% | +13.9% |
| 1Y | +1.0% | +14.6% | -13.6% | -3.6% |
| 3Y | +39.1% | -28.3% | +67.4% | +44.5% |
| 5Y | +29.0% | -15.7% | +44.7% | +27.1% |
| 10Y | +275.8% | -33.7% | +309.5% | +269.2% |
| All | +799.3% | +385.5% | +413.8% | +397.8% |
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