+1,623.2%
ACN vs BMRN
+393.0%
+1,230.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -3.6% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | +1.9% | +1.3% | +0.6% | +1.6% |
| 3M | +3.9% | +14.3% | -10.4% | +1.5% |
| 6M | -15.0% | +5.7% | -20.8% | -16.0% |
| YTD | -31.9% | +8.7% | -40.6% | -33.1% |
| 1Y | -28.5% | +14.6% | -43.1% | -30.7% |
| 3Y | -41.9% | -28.3% | -13.6% | -39.7% |
| 5Y | -42.9% | -15.7% | -27.1% | -42.9% |
| 10Y | +88.7% | -33.7% | +122.4% | +87.9% |
| All | +1,623.2% | +393.0% | +1,230.2% | +1,017.0% |
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