+18.1%
BBIO vs ABCL
-82.1%
+100.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.4% |
| 7D | -3.2% | -4.7% | +1.5% | -1.7% |
| 30D | -13.6% | +5.2% | -18.8% | -16.1% |
| 3M | +7.2% | +106.6% | -99.4% | -20.6% |
| 6M | +1.5% | +198.4% | -196.9% | -36.4% |
| YTD | -5.3% | +218.4% | -223.7% | -43.1% |
| 1Y | +37.7% | +136.2% | -98.5% | -10.2% |
| 3Y | +153.9% | +103.2% | +50.7% | +56.6% |
| 5Y | +43.9% | -42.7% | +86.5% | +21.8% |
| All | +18.1% | -82.1% | +100.2% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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