+942.2%
VTI vs BMRN
+426.6%
+515.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -2.0% | -1.4% | -0.6% | -1.8% |
| 30D | -1.9% | -5.8% | +3.9% | -0.9% |
| 3M | +4.5% | +16.6% | -12.1% | +1.5% |
| 6M | +12.6% | +7.6% | +5.0% | +10.5% |
| YTD | +12.0% | +10.2% | +1.8% | +9.3% |
| 1Y | +17.3% | +20.2% | -2.9% | +12.2% |
| 3Y | +75.3% | -27.4% | +102.7% | +80.8% |
| 5Y | +74.0% | -16.0% | +90.0% | +73.0% |
| 10Y | +300.0% | -30.3% | +330.4% | +293.0% |
| All | +942.2% | +426.6% | +515.6% | +550.8% |
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 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