+654.4%
VRT vs BMRN
-30.6%
+685.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | +10.5% | +2.1% | +8.4% | +9.9% |
| 30D | -9.3% | +3.8% | -13.1% | -10.3% |
| 3M | -29.6% | -16.5% | -13.1% | -26.5% |
| 6M | -45.4% | +6.9% | -52.2% | -47.3% |
| YTD | +24.8% | -3.7% | +28.5% | +23.8% |
| 1Y | +23.6% | +5.6% | +18.1% | +18.3% |
| 3Y | +379.7% | -31.4% | +411.0% | +406.2% |
| All | +654.4% | -30.6% | +685.0% | +654.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling