+678.0%
ASML vs BBIO
+155.8%
+522.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +4.9% | +5.4% | -0.5% | +4.3% |
| 30D | -9.3% | +20.6% | -29.8% | -11.4% |
| 3M | -19.0% | -3.6% | -15.4% | -18.8% |
| 6M | -5.2% | +14.1% | -19.3% | -7.1% |
| YTD | +40.6% | +2.4% | +38.2% | +39.1% |
| 1Y | +47.5% | +20.4% | +27.2% | +43.1% |
| 3Y | +133.9% | +184.5% | -50.7% | +99.8% |
| 5Y | +83.8% | +63.5% | +20.2% | +36.9% |
| All | +678.0% | +155.8% | +522.2% | +376.9% |
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