-43.9%
BMRN vs RACE
+658.2%
-702.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.1% | -3.9% | +6.0% | +3.6% |
| 30D | +5.3% | +6.8% | -1.5% | +2.7% |
| 3M | -16.1% | +1.3% | -17.5% | -16.7% |
| 6M | +10.9% | +26.3% | -15.3% | +0.8% |
| YTD | -1.9% | +13.8% | -15.7% | -7.9% |
| 1Y | +6.2% | -0.5% | +6.6% | +4.9% |
| 3Y | -30.5% | +25.6% | -56.2% | -39.7% |
| 5Y | -28.4% | +67.6% | -96.0% | -46.2% |
| 10Y | -36.2% | +724.7% | -760.9% | -74.6% |
| All | -43.9% | +658.2% | -702.1% | -80.9% |
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