+126.8%
ACM vs BMRN
-29.8%
+156.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | -5.9% | -1.4% | -4.5% | -5.6% |
| 30D | -6.2% | -5.8% | -0.4% | -4.8% |
| 3M | -7.9% | +16.6% | -24.5% | -12.1% |
| 6M | -30.6% | +7.6% | -38.2% | -32.6% |
| YTD | -33.3% | +10.2% | -43.5% | -35.7% |
| 1Y | -49.2% | +20.2% | -69.4% | -52.6% |
| 3Y | -23.5% | -27.4% | +3.9% | -19.5% |
| 5Y | +0.9% | -16.0% | +16.9% | -1.1% |
| All | +126.8% | -29.8% | +156.6% | +101.9% |
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 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