-14.8%
ACN vs BMY
+43.6%
-58.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -4.0% | -2.0% | -2.0% | -3.6% |
| 30D | +19.0% | +9.3% | +9.7% | +16.9% |
| 3M | +42.2% | -0.1% | +42.3% | +42.2% |
| 6M | +50.1% | +15.5% | +34.7% | +45.7% |
| YTD | -2.7% | +21.8% | -24.6% | -6.9% |
| 1Y | +7.6% | +34.9% | -27.3% | +1.0% |
| All | -14.8% | +43.6% | -58.4% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling