+101.1%
ACM vs BMRN
-37.6%
+138.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.3% |
| 7D | +5.6% | +2.1% | +3.5% | +5.1% |
| 30D | +20.8% | +3.8% | +17.0% | +19.6% |
| 3M | +11.4% | -16.5% | +27.9% | +16.5% |
| 6M | +0.9% | +6.9% | -5.9% | -1.8% |
| YTD | -24.8% | -3.7% | -21.1% | -25.0% |
| 1Y | -46.4% | +5.6% | -52.0% | -48.1% |
| 3Y | -9.2% | -31.4% | +22.1% | -3.2% |
| 5Y | +5.0% | -30.0% | +35.0% | +8.2% |
| All | +101.1% | -37.6% | +138.7% | +92.6% |
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