+1,245.4%
VUG vs BMRN
+695.0%
+550.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -1.4% | +1.3% | -2.7% | -1.9% |
| 3M | +2.3% | +14.3% | -12.0% | -0.9% |
| 6M | +15.7% | +5.7% | +9.9% | +13.5% |
| YTD | +8.6% | +8.7% | -0.1% | +5.7% |
| 1Y | +14.1% | +14.6% | -0.6% | +9.2% |
| 3Y | +87.9% | -28.3% | +116.2% | +95.5% |
| 5Y | +76.3% | -15.7% | +92.1% | +75.1% |
| 10Y | +409.7% | -33.7% | +443.3% | +404.4% |
| All | +1,245.4% | +695.0% | +550.4% | +673.9% |
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