+321.7%
VWO vs BMRN
+1,211.0%
-889.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -0.1% | -6.5% | +6.4% | +1.5% |
| 3M | +2.2% | +18.3% | -16.0% | -2.3% |
| 6M | +8.8% | +8.9% | -0.1% | +5.6% |
| YTD | +12.4% | +10.5% | +1.9% | +8.5% |
| 1Y | +15.6% | +17.5% | -1.9% | +9.2% |
| 3Y | +62.5% | -27.7% | +90.2% | +69.3% |
| 5Y | +34.3% | -15.8% | +50.0% | +31.4% |
| 10Y | +114.8% | -30.1% | +144.9% | +104.0% |
| All | +321.7% | +1,211.0% | -889.3% | +63.8% |
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