+281.7%
VSH vs BMRN
+385.5%
-103.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.3% |
| 7D | +6.2% | -0.3% | +6.5% | +6.3% |
| 30D | -11.1% | +1.3% | -12.4% | -11.7% |
| 3M | -44.9% | +14.3% | -59.2% | -47.2% |
| 6M | +90.0% | +5.7% | +84.2% | +84.7% |
| YTD | +118.8% | +8.7% | +110.0% | +110.9% |
| 1Y | +109.0% | +14.6% | +94.3% | +97.5% |
| 3Y | +35.6% | -28.3% | +64.0% | +43.4% |
| 5Y | +66.7% | -15.7% | +82.4% | +65.9% |
| 10Y | +167.9% | -33.7% | +201.6% | +169.1% |
| All | +281.7% | +385.5% | -103.8% | +93.7% |
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