+180.6%
VXUS vs BMRN
+150.7%
+29.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | +0.3% | -3.8% | +4.1% | +1.0% |
| 30D | +0.7% | -6.5% | +7.2% | +1.9% |
| 3M | +4.8% | +11.2% | -6.5% | +2.4% |
| 6M | +11.3% | +5.8% | +5.5% | +9.5% |
| YTD | +16.5% | +8.4% | +8.1% | +14.0% |
| 1Y | +24.3% | +15.7% | +8.6% | +19.5% |
| 3Y | +74.5% | -28.6% | +103.1% | +80.7% |
| 5Y | +54.3% | -19.6% | +73.9% | +53.8% |
| 10Y | +150.1% | -31.5% | +181.6% | +142.6% |
| All | +180.6% | +150.7% | +29.9% | +67.6% |
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