-11.7%
VST vs BMRN
+7.0%
-18.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.3% | +7.6% |
| 7D | -0.5% | -0.5% | -0.1% | -0.4% |
| 30D | -17.1% | +4.3% | -21.4% | -16.5% |
| 3M | -4.6% | -10.4% | +5.8% | -3.5% |
| All | -11.7% | +7.0% | -18.6% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling