+488.7%
VYM vs BMRN
+273.8%
+214.9%
-57.0%
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 | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | -2.2% | -6.5% | +4.2% | -1.1% |
| 3M | +3.1% | +18.3% | -15.2% | -0.4% |
| 6M | +9.7% | +8.9% | +0.8% | +7.3% |
| YTD | +14.9% | +10.5% | +4.4% | +11.9% |
| 1Y | +17.6% | +17.5% | +0.1% | +12.6% |
| 3Y | +65.3% | -27.7% | +93.0% | +70.8% |
| 5Y | +78.7% | -15.8% | +94.5% | +76.1% |
| 10Y | +208.2% | -30.1% | +238.4% | +196.7% |
| All | +488.7% | +273.8% | +214.9% | +228.6% |
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