+57.0%
ALLE vs BBIO
+144.2%
-87.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.8% | -2.4% | +5.2% | +3.0% |
| 30D | -7.6% | -11.5% | +3.9% | -6.8% |
| 3M | +22.8% | +11.0% | +11.8% | +21.7% |
| 6M | +4.6% | +14.4% | -9.8% | +3.3% |
| YTD | -1.2% | -2.3% | +1.0% | -1.6% |
| 1Y | -9.1% | +37.7% | -46.8% | -11.8% |
| 3Y | +50.0% | +163.1% | -113.2% | +36.7% |
| 5Y | +15.2% | +49.5% | -34.2% | -2.3% |
| All | +57.0% | +144.2% | -87.2% | +20.8% |
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