+649.0%
APH vs BBIO
+136.7%
+512.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +1.4% | -3.2% | +4.6% | +1.7% |
| 30D | -1.2% | -13.6% | +12.3% | +0.1% |
| 3M | +10.3% | +7.2% | +3.0% | +9.3% |
| 6M | +25.2% | +1.5% | +23.7% | +24.7% |
| YTD | +24.6% | -5.3% | +29.9% | +24.8% |
| 1Y | +41.4% | +37.7% | +3.7% | +36.5% |
| 3Y | +297.8% | +153.9% | +143.9% | +256.3% |
| 5Y | +366.0% | +43.9% | +322.1% | +283.3% |
| All | +649.0% | +136.7% | +512.4% | +418.5% |
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 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