+73.4%
ALLY vs BBIO
+136.7%
-63.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -3.8% | -3.2% | -0.6% | -3.4% |
| 30D | -4.9% | -13.6% | +8.7% | -3.1% |
| 3M | -2.6% | +7.2% | -9.8% | -3.8% |
| 6M | +15.7% | +1.5% | +14.3% | +14.9% |
| YTD | -5.2% | -5.3% | +0.1% | -5.5% |
| 1Y | +2.8% | +37.7% | -34.9% | -3.0% |
| 3Y | +63.4% | +153.9% | -90.5% | +38.0% |
| 5Y | -2.6% | +43.9% | -46.5% | -27.3% |
| All | +73.4% | +136.7% | -63.2% | +5.3% |
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