+11.9%
ALLE vs BBIO
+40.9%
-29.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | 0.0% |
| 7D | -2.8% | -3.9% | +1.1% | -2.5% |
| 30D | -10.2% | -13.4% | +3.2% | -9.4% |
| 3M | +17.4% | +7.6% | +9.9% | +16.7% |
| 6M | +3.3% | -2.4% | +5.8% | +3.3% |
| YTD | -4.2% | -5.2% | +1.0% | -4.4% |
| 1Y | -10.5% | +36.9% | -47.4% | -12.9% |
| 3Y | +45.4% | +155.2% | -109.8% | +34.4% |
| 5Y | +11.9% | +44.0% | -32.1% | -7.7% |
| All | +11.9% | +40.9% | -29.0% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling