+7,342.4%
ACGL vs BMRN
+329.5%
+7,012.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +13.1% | +4.3% | +8.8% | +12.6% |
| 3M | +9.8% | -10.4% | +20.2% | +10.9% |
| 6M | +15.3% | +5.8% | +9.5% | +14.3% |
| YTD | +12.7% | -3.8% | +16.5% | +12.7% |
| 1Y | +20.7% | +11.1% | +9.6% | +18.8% |
| 3Y | +34.3% | -31.7% | +66.0% | +37.5% |
| 5Y | +170.6% | -30.9% | +201.5% | +174.6% |
| 10Y | +330.6% | -37.7% | +368.3% | +331.6% |
| All | +7,342.4% | +329.5% | +7,012.9% | +6,216.1% |
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