-28.3%
BMRN vs RACE
+39.3%
-67.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.6% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +1.3% | -1.5% | +2.8% | +1.6% |
| 3M | +14.3% | +15.5% | -1.2% | +10.2% |
| 6M | +5.7% | +17.3% | -11.6% | +1.2% |
| YTD | +8.7% | +11.1% | -2.4% | +5.1% |
| 1Y | +14.6% | -14.3% | +28.9% | +16.8% |
| 3Y | -28.3% | +40.2% | -68.5% | -27.7% |
| All | -28.3% | +39.3% | -67.6% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling