+6,435.9%
VTR vs BMRN
+393.4%
+6,042.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | +1.1% | -6.5% | +7.6% | +2.0% |
| 3M | +7.9% | +18.3% | -10.4% | +5.3% |
| 6M | +6.2% | +8.9% | -2.7% | +4.5% |
| YTD | +17.7% | +10.5% | +7.2% | +15.5% |
| 1Y | +32.9% | +17.5% | +15.4% | +28.8% |
| 3Y | +129.7% | -27.7% | +157.4% | +135.0% |
| 5Y | +89.3% | -15.8% | +105.1% | +87.4% |
| 10Y | +99.1% | -30.1% | +129.3% | +95.9% |
| All | +6,435.9% | +393.4% | +6,042.5% | +4,767.3% |
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