+21.6%
ACI vs BMRN
-46.9%
+68.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.2% |
| 7D | -3.7% | -1.3% | -2.5% | -3.7% |
| 30D | +0.6% | -6.5% | +7.1% | +0.8% |
| 3M | -20.3% | +18.3% | -38.6% | -20.8% |
| 6M | -24.7% | +8.9% | -33.5% | -24.9% |
| YTD | -27.2% | +10.5% | -37.7% | -27.5% |
| 1Y | -32.7% | +17.5% | -50.2% | -33.3% |
| 3Y | -43.9% | -27.7% | -16.2% | -43.5% |
| 5Y | -38.9% | -15.8% | -23.1% | -38.6% |
| All | +21.6% | -46.9% | +68.4% | +22.3% |
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