+78.2%
VSXY vs BMRN
-19.0%
+97.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -10.7% | -3.8% | -6.9% | -9.8% |
| 30D | -24.3% | -6.5% | -17.8% | -22.9% |
| 3M | +1.0% | +11.2% | -10.2% | -2.0% |
| 6M | +57.4% | +5.8% | +51.6% | +54.1% |
| YTD | +39.8% | +8.4% | +31.4% | +35.6% |
| 1Y | +196.5% | +15.7% | +180.8% | +180.3% |
| 3Y | +357.2% | -28.6% | +385.8% | +387.4% |
| 5Y | +18.9% | -19.6% | +38.5% | +20.0% |
| All | +78.2% | -19.0% | +97.1% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling