+21.9%
BBIO vs ABCL
-81.2%
+103.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.8% |
| 30D | -11.5% | +65.1% | -76.6% | -27.7% |
| 3M | +11.0% | +111.1% | -100.1% | -18.3% |
| 6M | +14.4% | +231.6% | -217.2% | -30.9% |
| YTD | -2.3% | +234.5% | -236.8% | -42.1% |
| 1Y | +37.7% | +174.3% | -136.6% | -15.1% |
| 3Y | +163.1% | +111.5% | +51.7% | +60.5% |
| 5Y | +49.5% | -37.3% | +86.8% | +23.9% |
| All | +21.9% | -81.2% | +103.1% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling