-20.9%
VST vs BMRN
+12.9%
-33.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +8.9% | +2.9% | +6.0% | +9.2% |
| 30D | +6.2% | +11.0% | -4.8% | +7.6% |
| 3M | -2.7% | +17.8% | -20.5% | -0.7% |
| 6M | -8.4% | +10.1% | -18.4% | -8.1% |
| YTD | -7.2% | +11.9% | -19.1% | -6.4% |
| 1Y | -20.9% | +17.2% | -38.1% | -19.9% |
| All | -20.9% | +12.9% | -33.8% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling