+88.6%
ADP vs BBIO
+148.5%
-59.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.1% |
| 7D | -5.7% | -0.5% | -5.1% | -5.6% |
| 30D | -3.1% | -10.1% | +7.1% | -2.4% |
| 3M | +15.6% | +12.4% | +3.2% | +14.5% |
| 6M | +20.8% | +15.9% | +4.9% | +19.1% |
| YTD | +4.7% | -0.5% | +5.3% | +4.1% |
| 1Y | -8.3% | +42.2% | -50.5% | -11.4% |
| 3Y | +13.6% | +167.8% | -154.2% | +2.6% |
| 5Y | +45.0% | +49.6% | -4.5% | +21.5% |
| All | +88.6% | +148.5% | -59.9% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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