-22.5%
ACM vs BMRN
-28.6%
+6.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | -3.7% | -3.8% | +0.2% | -3.1% |
| 30D | -12.7% | -6.5% | -6.2% | -11.9% |
| 3M | -9.8% | +11.2% | -21.0% | -11.5% |
| 6M | -31.4% | +5.8% | -37.2% | -32.2% |
| YTD | -32.1% | +8.4% | -40.5% | -33.2% |
| 1Y | -47.8% | +15.7% | -63.5% | -49.3% |
| All | -22.5% | -28.6% | +6.1% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling