+54.3%
ALLE vs BBIO
+136.7%
-82.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.4% | -3.2% | +0.8% | -2.2% |
| 30D | -7.7% | -13.6% | +5.9% | -6.7% |
| 3M | +15.2% | +7.2% | +7.9% | +14.4% |
| 6M | +5.4% | +1.5% | +3.9% | +5.1% |
| YTD | -2.9% | -5.3% | +2.4% | -3.1% |
| 1Y | -12.8% | +37.7% | -50.5% | -15.4% |
| 3Y | +47.2% | +153.9% | -106.8% | +34.4% |
| 5Y | +13.5% | +43.9% | -30.4% | -3.6% |
| All | +54.3% | +136.7% | -82.4% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling