+2,325.1%
ACN vs BMY
+216.9%
+2,108.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.1% |
| 7D | -5.7% | -1.3% | -4.5% | -5.3% |
| 30D | +17.0% | +10.0% | +7.1% | +13.3% |
| 3M | +39.9% | -1.2% | +41.0% | +40.2% |
| 6M | +50.2% | +12.8% | +37.4% | +43.8% |
| YTD | -4.2% | +20.7% | -24.8% | -10.8% |
| 1Y | +4.3% | +32.6% | -28.3% | -6.1% |
| 3Y | -17.1% | +41.8% | -58.9% | -29.0% |
| 5Y | -26.5% | +29.0% | -55.5% | -35.5% |
| 10Y | +147.7% | +57.8% | +89.9% | +97.2% |
| All | +2,325.1% | +216.9% | +2,108.3% | +960.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling