-41.1%
BA vs BBIO
+144.2%
-185.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.5% | -2.4% | +4.8% | +2.8% |
| 30D | -10.1% | -11.5% | +1.4% | -8.7% |
| 3M | -2.4% | +11.0% | -13.4% | -4.0% |
| 6M | -8.8% | +14.4% | -23.2% | -10.9% |
| YTD | -2.9% | -2.3% | -0.7% | -3.5% |
| 1Y | -8.8% | +37.7% | -46.5% | -13.6% |
| 3Y | -0.3% | +163.1% | -163.4% | -15.8% |
| 5Y | -0.3% | +49.5% | -49.8% | -25.8% |
| All | -41.1% | +144.2% | -185.3% | -63.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling