+1,162.4%
VST vs BMRN
-38.4%
+1,200.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -6.0% | +2.6% | -8.7% | -6.5% |
| 30D | -18.8% | +4.3% | -23.0% | -19.5% |
| 3M | -8.0% | -17.1% | +9.0% | -5.1% |
| 6M | -10.9% | +5.7% | -16.6% | -12.6% |
| YTD | -18.3% | -3.9% | -14.5% | -18.6% |
| 1Y | -29.9% | +8.5% | -38.4% | -32.2% |
| 3Y | +290.3% | -32.0% | +322.3% | +307.1% |
| 5Y | +635.3% | -29.9% | +665.2% | +642.0% |
| 10Y | +1,162.4% | -38.9% | +1,201.3% | +1,145.1% |
| All | +1,162.4% | -38.4% | +1,200.8% | +1,145.1% |
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