+25.0%
VSXY vs BMRN
-16.0%
+41.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | -18.7% | -6.5% | -12.2% | -17.2% |
| 3M | -4.0% | +18.3% | -22.2% | -8.4% |
| 6M | +67.5% | +8.9% | +58.6% | +62.6% |
| YTD | +39.7% | +10.5% | +29.1% | +34.6% |
| 1Y | +180.0% | +17.5% | +162.5% | +163.3% |
| 3Y | +337.3% | -27.7% | +365.0% | +365.7% |
| All | +25.0% | -16.0% | +41.1% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling