+25.4%
VTEB vs BMRN
-47.3%
+72.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.9% | -1.3% | +0.4% | -0.9% |
| 30D | -2.5% | -6.5% | +4.0% | -2.4% |
| 3M | -3.0% | +18.3% | -21.2% | -3.2% |
| 6M | -2.1% | +8.9% | -11.0% | -2.3% |
| YTD | -1.5% | +10.5% | -12.0% | -1.6% |
| 1Y | +0.2% | +17.5% | -17.3% | -0.1% |
| 3Y | +8.6% | -27.7% | +36.3% | +8.7% |
| 5Y | +1.2% | -15.8% | +17.0% | +1.1% |
| 10Y | +18.1% | -30.1% | +48.2% | +17.9% |
| All | +25.4% | -47.3% | +72.7% | +25.0% |
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