+219.8%
VT vs BMRN
-35.8%
+255.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.6% | +2.2% |
| 7D | +0.4% | -0.5% | +0.8% | +0.5% |
| 30D | -2.6% | +4.3% | -6.9% | -3.6% |
| 3M | -3.2% | -10.4% | +7.2% | -1.2% |
| 6M | +0.9% | +5.8% | -4.8% | -1.1% |
| YTD | +11.3% | -3.8% | +15.1% | +11.2% |
| 1Y | +14.0% | +11.1% | +2.9% | +9.6% |
| 3Y | +75.8% | -31.7% | +107.5% | +85.5% |
| 5Y | +57.8% | -30.9% | +88.7% | +62.5% |
| 10Y | +219.8% | -37.7% | +257.5% | +207.8% |
| All | +219.8% | -35.8% | +255.6% | +207.8% |
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