+52.7%
VSAT vs BMRN
-18.8%
+71.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.1% |
| 7D | +3.4% | -1.4% | +4.8% | +3.7% |
| 30D | -12.2% | -5.8% | -6.4% | -11.0% |
| 3M | +20.6% | +16.6% | +4.0% | +16.1% |
| 6M | +60.2% | +7.6% | +52.6% | +56.9% |
| YTD | +115.3% | +10.2% | +105.0% | +108.5% |
| 1Y | +154.6% | +20.2% | +134.4% | +138.4% |
| 3Y | +211.2% | -27.4% | +238.5% | +227.6% |
| 5Y | +52.7% | -16.0% | +68.7% | +47.8% |
| All | +52.7% | -18.8% | +71.4% | +47.8% |
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 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