+1,238.2%
VST vs BMRN
-31.7%
+1,269.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.1% |
| 7D | +9.9% | -0.3% | +10.2% | +9.9% |
| 30D | +7.9% | +1.3% | +6.6% | +7.6% |
| 3M | +3.4% | +14.3% | -10.9% | +0.6% |
| 6M | -4.1% | +5.7% | -9.8% | -5.6% |
| YTD | -5.7% | +8.7% | -14.4% | -7.8% |
| 1Y | -18.9% | +14.6% | -33.5% | -22.1% |
| 3Y | +359.1% | -28.3% | +387.4% | +375.7% |
| 5Y | +766.9% | -15.7% | +782.6% | +743.7% |
| All | +1,238.2% | -31.7% | +1,269.9% | +1,145.2% |
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