+330.4%
ACGL vs BMRN
-38.4%
+368.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +1.3% | +2.6% | -1.4% | +0.8% |
| 30D | +14.2% | +4.3% | +9.9% | +13.3% |
| 3M | +11.1% | -17.1% | +28.1% | +14.9% |
| 6M | +16.4% | +5.7% | +10.7% | +14.5% |
| YTD | +13.8% | -3.9% | +17.7% | +13.8% |
| 1Y | +21.6% | +8.5% | +13.1% | +18.2% |
| 3Y | +33.5% | -32.0% | +65.5% | +39.8% |
| 5Y | +174.8% | -29.9% | +204.8% | +179.4% |
| 10Y | +330.4% | -38.9% | +369.3% | +319.9% |
| All | +330.4% | -38.4% | +368.8% | +319.9% |
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