+6,652.7%
ACGL vs BMRN
+399.8%
+6,252.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -0.7% | +2.9% | -3.6% | -1.0% |
| 30D | -1.0% | +11.0% | -12.0% | -2.1% |
| 3M | +11.0% | +17.8% | -6.8% | +9.2% |
| 6M | -0.3% | +10.1% | -10.4% | -1.5% |
| YTD | +2.3% | +11.9% | -9.7% | +0.8% |
| 1Y | +6.4% | +17.2% | -10.9% | +4.1% |
| 3Y | +34.0% | -28.5% | +62.4% | +36.4% |
| 5Y | +161.6% | -21.7% | +183.3% | +162.0% |
| 10Y | +278.6% | -30.5% | +309.1% | +274.8% |
| All | +6,652.7% | +399.8% | +6,252.9% | +5,546.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling