-24.7%
ACN vs BMY
+47.1%
-71.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.8% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +9.4% | +5.0% | +4.4% | +8.0% |
| 3M | +5.6% | +19.4% | -13.7% | +0.6% |
| 6M | -9.3% | +9.5% | -18.8% | -12.4% |
| YTD | -29.0% | +28.1% | -57.0% | -33.9% |
| 1Y | -24.7% | +50.0% | -74.6% | -32.3% |
| All | -24.7% | +47.1% | -71.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 1y: compounded portfolio wealth divided by compounded BMY 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…
1y analysis · Full analysis span regression · 6 months rolling