-66.2%
BAX vs BBIO
+148.5%
-214.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.0% |
| 7D | -5.1% | -0.5% | -4.5% | -5.1% |
| 30D | -12.2% | -10.1% | -2.0% | -11.8% |
| 3M | +21.8% | +12.4% | +9.4% | +21.1% |
| 6M | +36.3% | +15.9% | +20.4% | +35.2% |
| YTD | +27.8% | -0.5% | +28.3% | +27.4% |
| 1Y | -0.1% | +42.2% | -42.3% | -2.1% |
| 3Y | -33.3% | +167.8% | -201.1% | -37.1% |
| 5Y | -67.1% | +49.6% | -116.6% | -69.9% |
| All | -66.2% | +148.5% | -214.7% | -71.2% |
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 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