+710.1%
VTV vs BMRN
+705.8%
+4.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | -1.3% | -5.8% | +4.5% | -0.3% |
| 3M | +5.6% | +16.6% | -11.0% | +2.3% |
| 6M | +12.4% | +7.6% | +4.8% | +10.2% |
| YTD | +17.6% | +10.2% | +7.4% | +14.7% |
| 1Y | +23.5% | +20.2% | +3.3% | +17.8% |
| 3Y | +67.0% | -27.4% | +94.4% | +72.4% |
| 5Y | +80.5% | -16.0% | +96.5% | +78.1% |
| 10Y | +230.6% | -30.3% | +260.9% | +219.9% |
| All | +710.1% | +705.8% | +4.3% | +363.5% |
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