+324.9%
ACGL vs BMRN
-37.6%
+362.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +2.2% | +2.1% | 0.0% | +1.7% |
| 30D | +12.3% | +3.8% | +8.5% | +11.5% |
| 3M | +11.8% | -16.5% | +28.3% | +15.5% |
| 6M | +17.5% | +6.9% | +10.6% | +15.3% |
| YTD | +14.3% | -3.7% | +18.0% | +14.2% |
| 1Y | +18.2% | +5.6% | +12.6% | +15.5% |
| 3Y | +33.2% | -31.4% | +64.5% | +39.1% |
| 5Y | +174.3% | -30.0% | +204.3% | +178.9% |
| All | +324.9% | -37.6% | +362.6% | +312.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling