+2,826.7%
VRT vs BMRN
-35.5%
+2,862.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.5% | +4.4% |
| 7D | +13.6% | -0.3% | +13.9% | +13.6% |
| 30D | +6.8% | +1.3% | +5.5% | +6.1% |
| 3M | -3.2% | +14.3% | -17.5% | -7.2% |
| 6M | +20.3% | +5.7% | +14.6% | +17.4% |
| YTD | +79.6% | +8.7% | +70.8% | +73.5% |
| 1Y | +139.0% | +14.6% | +124.4% | +125.9% |
| 3Y | +644.6% | -28.3% | +672.9% | +679.2% |
| 5Y | +1,024.4% | -15.7% | +1,040.1% | +1,017.3% |
| All | +2,826.7% | -35.5% | +2,862.2% | +2,609.4% |
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