+22.2%
ACI vs BMRN
-47.7%
+69.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -3.2% |
| 7D | -2.6% | -0.3% | -2.2% | -2.6% |
| 30D | +1.1% | +1.3% | -0.2% | +1.0% |
| 3M | -23.6% | +14.3% | -37.9% | -24.1% |
| 6M | -29.9% | +5.7% | -35.7% | -30.1% |
| YTD | -26.9% | +8.7% | -35.6% | -27.1% |
| 1Y | -34.2% | +14.6% | -48.9% | -34.7% |
| 3Y | -43.6% | -28.3% | -15.3% | -43.2% |
| 5Y | -42.4% | -15.7% | -26.7% | -42.1% |
| All | +22.2% | -47.7% | +69.9% | +23.0% |
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