+30.3%
ACGL vs BMRN
-28.8%
+59.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.4% | -2.2% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -2.8% | +1.3% | -4.1% | -3.0% |
| 3M | +6.8% | +14.3% | -7.5% | +5.3% |
| 6M | -1.5% | +5.7% | -7.3% | -2.2% |
| YTD | -0.2% | +8.7% | -9.0% | -1.3% |
| 1Y | +5.3% | +14.6% | -9.3% | +3.5% |
| 3Y | +30.3% | -28.3% | +58.6% | +33.9% |
| All | +30.3% | -28.8% | +59.1% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling