+224.6%
VT vs BMRN
-37.5%
+262.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -0.7% | +2.1% | -2.8% | -1.1% |
| 30D | -1.7% | +5.3% | -7.1% | -2.9% |
| 3M | -2.3% | -16.1% | +13.8% | +1.3% |
| 6M | +1.5% | +10.9% | -9.4% | -1.6% |
| YTD | +12.0% | -1.9% | +13.9% | +11.4% |
| 1Y | +12.9% | +6.2% | +6.7% | +9.7% |
| 3Y | +74.9% | -30.5% | +105.5% | +83.9% |
| 5Y | +59.9% | -28.4% | +88.3% | +63.3% |
| 10Y | +224.6% | -36.2% | +260.8% | +211.2% |
| All | +224.6% | -37.5% | +262.1% | +211.2% |
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