+396.9%
APP vs BBIO
+29.9%
+367.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +1.1% | -3.2% | +4.3% | +1.7% |
| 30D | +6.6% | -13.6% | +20.2% | +9.9% |
| 3M | -32.3% | +7.2% | -39.5% | -33.6% |
| 6M | -29.8% | +1.5% | -31.3% | -30.7% |
| YTD | -51.9% | -5.3% | -46.6% | -52.2% |
| 1Y | -43.3% | +37.7% | -81.0% | -48.4% |
| 3Y | +664.1% | +153.9% | +510.1% | +485.9% |
| 5Y | +318.7% | +43.9% | +274.8% | +118.0% |
| All | +396.9% | +29.9% | +367.0% | +148.2% |
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