+176.2%
BBIO vs ACM
+81.7%
+94.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.8% | +3.7% |
| 7D | -0.5% | -3.7% | +3.1% | +1.7% |
| 30D | -10.1% | -12.7% | +2.5% | -3.4% |
| 3M | +12.4% | -9.8% | +22.2% | +17.3% |
| 6M | +15.9% | -31.4% | +47.3% | +43.7% |
| YTD | -0.5% | -32.1% | +31.6% | +20.8% |
| 1Y | +42.2% | -47.8% | +90.0% | +107.2% |
| 3Y | +167.8% | -22.1% | +189.9% | +180.3% |
| 5Y | +49.6% | +1.8% | +47.8% | +28.5% |
| All | +176.2% | +81.7% | +94.5% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling