+40.9%
VSH vs BMRN
-27.2%
+68.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.9% | +6.1% |
| 7D | +4.8% | -1.3% | +6.0% | +5.1% |
| 30D | -0.7% | -6.5% | +5.8% | +1.0% |
| 3M | -43.1% | +18.3% | -61.3% | -46.4% |
| 6M | +91.8% | +8.9% | +82.9% | +84.7% |
| YTD | +131.6% | +10.5% | +121.1% | +121.4% |
| 1Y | +118.1% | +17.5% | +100.6% | +102.5% |
| 3Y | +40.9% | -27.7% | +68.6% | +42.0% |
| All | +40.9% | -27.2% | +68.1% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling