+65.6%
VSH vs BMRN
-18.8%
+84.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.4% |
| 7D | +3.1% | -1.4% | +4.5% | +3.5% |
| 30D | -5.7% | -5.8% | +0.1% | -4.2% |
| 3M | -42.5% | +16.6% | -59.1% | -45.6% |
| 6M | +82.7% | +7.6% | +75.1% | +76.3% |
| YTD | +118.2% | +10.2% | +108.0% | +108.4% |
| 1Y | +109.7% | +20.2% | +89.5% | +92.9% |
| 3Y | +35.3% | -27.4% | +62.7% | +41.9% |
| 5Y | +65.6% | -16.0% | +81.6% | +61.6% |
| All | +65.6% | -18.8% | +84.4% | +61.6% |
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 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