+42.3%
BBIO vs ACM
+1.2%
+41.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -3.2% | -4.6% | +1.4% | -0.7% |
| 30D | -13.6% | +4.1% | -17.7% | -16.1% |
| 3M | +7.2% | -8.3% | +15.5% | +10.4% |
| 6M | +1.5% | -30.1% | +31.5% | +23.0% |
| YTD | -5.3% | -32.6% | +27.3% | +14.0% |
| 1Y | +37.7% | -49.6% | +87.3% | +105.4% |
| 3Y | +153.9% | -23.0% | +177.0% | +153.0% |
| All | +42.3% | +1.2% | +41.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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