-45.0%
BMRN vs RACE
+663.9%
-708.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -0.5% | +3.9% | -4.4% | -1.9% |
| 30D | +4.3% | +7.4% | -3.1% | +1.6% |
| 3M | -10.4% | +1.6% | -12.0% | -11.1% |
| 6M | +5.8% | +23.3% | -17.5% | -3.0% |
| YTD | -3.8% | +14.7% | -18.4% | -9.9% |
| 1Y | +11.1% | +2.5% | +8.6% | +8.5% |
| 3Y | -31.7% | +28.0% | -59.7% | -41.1% |
| 5Y | -30.9% | +69.8% | -100.7% | -48.4% |
| 10Y | -37.7% | +734.9% | -772.6% | -75.4% |
| All | -45.0% | +663.9% | -708.9% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling