-42.9%
ACN vs BMY
+22.9%
-65.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.3% |
| 7D | -4.8% | -3.3% | -1.5% | -4.0% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | +3.9% | +17.7% | -13.9% | +0.1% |
| 6M | -15.0% | +9.6% | -24.6% | -17.1% |
| YTD | -31.9% | +24.0% | -55.9% | -35.5% |
| 1Y | -28.5% | +45.1% | -73.6% | -34.8% |
| 3Y | -41.9% | +22.5% | -64.4% | -44.6% |
| 5Y | -42.9% | +22.3% | -65.1% | -43.0% |
| All | -42.9% | +22.9% | -65.7% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling