+377.4%
VT vs BMRN
+129.8%
+247.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.4% | +2.9% | -2.4% | -0.3% |
| 30D | +1.0% | +11.0% | -10.1% | -1.8% |
| 3M | +2.4% | +17.8% | -15.4% | -2.0% |
| 6M | +12.0% | +10.1% | +1.9% | +8.5% |
| YTD | +15.3% | +11.9% | +3.4% | +11.1% |
| 1Y | +22.6% | +17.2% | +5.4% | +15.9% |
| 3Y | +74.7% | -28.5% | +103.2% | +82.7% |
| 5Y | +66.1% | -21.7% | +87.8% | +66.1% |
| 10Y | +225.0% | -30.5% | +255.5% | +210.0% |
| All | +377.4% | +129.8% | +247.6% | +136.4% |
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 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