+349.1%
VT vs BMRN
+93.5%
+255.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.3% | -4.2% | +1.9% | -1.3% |
| 30D | -5.0% | +1.5% | -6.5% | -5.4% |
| 3M | -4.9% | -8.8% | +4.0% | -3.0% |
| 6M | -1.5% | +2.6% | -4.2% | -3.0% |
| YTD | +8.5% | -5.7% | +14.2% | +8.8% |
| 1Y | +11.4% | +8.1% | +3.3% | +7.3% |
| 3Y | +70.1% | -26.5% | +96.6% | +76.3% |
| 5Y | +53.7% | -33.2% | +87.0% | +60.1% |
| 10Y | +220.0% | -31.7% | +251.6% | +205.3% |
| All | +349.1% | +93.5% | +255.5% | +131.5% |
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