+276.3%
ACGL vs BMRN
-33.1%
+309.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -2.1% | -3.8% | +1.7% | -1.4% |
| 30D | -2.2% | -6.5% | +4.3% | -1.0% |
| 3M | +6.3% | +11.2% | -4.9% | +4.0% |
| 6M | +0.5% | +5.8% | -5.3% | -1.0% |
| YTD | +0.2% | +8.4% | -8.2% | -1.9% |
| 1Y | +7.3% | +15.7% | -8.4% | +3.1% |
| 3Y | +30.8% | -28.6% | +59.4% | +35.7% |
| 5Y | +155.8% | -19.6% | +175.4% | +153.2% |
| 10Y | +276.3% | -31.5% | +307.8% | +257.9% |
| All | +276.3% | -33.1% | +309.4% | +257.9% |
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