-36.0%
BMRN vs RACE
+647.6%
-683.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.9% |
| 7D | +2.9% | -2.5% | +5.4% | +3.8% |
| 30D | +11.0% | +0.8% | +10.3% | +10.6% |
| 3M | +17.8% | +17.2% | +0.7% | +10.5% |
| 6M | +10.1% | +13.6% | -3.5% | +4.0% |
| YTD | +11.9% | +12.2% | -0.3% | +5.8% |
| 1Y | +17.2% | -16.3% | +33.5% | +22.9% |
| 3Y | -28.5% | +36.4% | -64.9% | -40.2% |
| 5Y | -21.7% | +95.0% | -116.6% | -44.8% |
| 10Y | -30.5% | +813.2% | -843.7% | -73.4% |
| All | -36.0% | +647.6% | -683.6% | -78.1% |
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 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