-39.0%
BMRN vs RACE
+717.8%
-756.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.9% |
| 7D | +1.0% | -4.0% | +5.0% | +2.6% |
| 30D | +4.3% | +3.5% | +0.7% | +2.9% |
| 3M | -19.3% | -0.4% | -18.9% | -19.3% |
| 6M | +7.2% | +23.2% | -15.9% | -1.8% |
| YTD | -4.6% | +11.0% | -15.6% | -9.7% |
| 1Y | +2.5% | -2.2% | +4.7% | +1.9% |
| 3Y | -32.5% | +22.5% | -55.0% | -41.1% |
| 5Y | -30.6% | +63.2% | -93.8% | -48.0% |
| All | -39.0% | +717.8% | -756.8% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling