-30.9%
BMRN vs RACE
+67.1%
-98.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -0.5% | +3.9% | -4.4% | -1.7% |
| 30D | +4.3% | +7.4% | -3.1% | +2.0% |
| 3M | -10.4% | +1.6% | -12.0% | -11.0% |
| 6M | +5.8% | +23.3% | -17.5% | -1.7% |
| YTD | -3.8% | +14.7% | -18.4% | -9.0% |
| 1Y | +11.1% | +2.5% | +8.6% | +9.0% |
| 3Y | -31.7% | +28.0% | -59.7% | -40.3% |
| 5Y | -30.9% | +69.8% | -100.7% | -48.8% |
| All | -30.9% | +67.1% | -98.0% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling