+1,205.2%
VST vs BMRN
-35.8%
+1,241.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.3% | +7.0% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | -17.1% | +4.3% | -21.4% | -17.9% |
| 3M | -4.6% | -10.4% | +5.8% | -3.0% |
| 6M | -9.1% | +5.8% | -14.8% | -10.7% |
| YTD | -16.6% | -3.8% | -12.8% | -16.9% |
| 1Y | -29.5% | +11.1% | -40.6% | -32.1% |
| 3Y | +297.5% | -31.7% | +329.2% | +314.3% |
| 5Y | +654.5% | -30.9% | +685.4% | +664.0% |
| 10Y | +1,205.2% | -37.7% | +1,243.0% | +1,181.5% |
| All | +1,205.2% | -35.8% | +1,241.0% | +1,181.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling