+44.0%
BBIO vs ABCL
-47.0%
+90.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.3% | +0.6% | -2.8% |
| 7D | -3.9% | -9.6% | +5.7% | -0.3% |
| 30D | -13.4% | +7.2% | -20.6% | -16.9% |
| 3M | +7.6% | +105.5% | -97.9% | -23.8% |
| 6M | -2.4% | +193.0% | -195.4% | -43.0% |
| YTD | -5.2% | +205.8% | -211.1% | -46.9% |
| 1Y | +36.9% | +144.4% | -107.5% | -18.8% |
| 3Y | +155.2% | +93.3% | +61.8% | +48.4% |
| 5Y | +44.0% | -44.9% | +88.9% | +18.1% |
| All | +44.0% | -47.0% | +90.9% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling