-35.7%
AUR vs BBIO
+52.6%
-88.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -3.2% | +4.6% | +2.2% |
| 30D | -6.4% | -13.6% | +7.2% | -3.5% |
| 3M | +7.7% | +7.2% | +0.5% | +5.4% |
| 6M | +44.5% | +1.5% | +43.0% | +43.1% |
| YTD | +67.4% | -5.3% | +72.7% | +67.3% |
| 1Y | +15.4% | +37.7% | -22.3% | +5.6% |
| 3Y | +94.8% | +153.9% | -59.1% | +53.1% |
| 5Y | -35.1% | +43.9% | -79.0% | -66.4% |
| All | -35.7% | +52.6% | -88.3% | -66.4% |
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