-42.3%
ACN vs BMRN
-27.4%
-15.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.8% |
| 7D | -7.9% | -1.4% | -6.5% | -7.6% |
| 30D | -1.1% | -5.8% | +4.7% | +0.3% |
| 3M | +5.6% | +16.6% | -11.0% | +2.3% |
| 6M | -9.9% | +7.6% | -17.5% | -11.5% |
| YTD | -32.3% | +10.2% | -42.6% | -33.9% |
| 1Y | -25.3% | +20.2% | -45.5% | -28.5% |
| All | -42.3% | -27.4% | -15.0% | -42.0% |
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 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