+1,934.0%
VRT vs BMRN
-42.9%
+1,976.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.8% |
| 7D | +10.5% | +2.1% | +8.4% | +10.0% |
| 30D | -9.3% | +3.8% | -13.1% | -10.3% |
| 3M | -29.6% | -16.5% | -13.1% | -26.6% |
| 6M | -45.4% | +6.9% | -52.2% | -47.1% |
| YTD | +24.8% | -3.7% | +28.5% | +24.0% |
| 1Y | +23.6% | +5.6% | +18.1% | +19.1% |
| 3Y | +379.7% | -31.4% | +411.0% | +405.1% |
| 5Y | +660.3% | -30.0% | +690.3% | +690.3% |
| All | +1,934.0% | -42.9% | +1,976.8% | +1,835.6% |
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