+153.9%
BBIO vs ALC
-19.1%
+173.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -3.2% | -6.3% | +3.1% | -0.7% |
| 30D | -13.6% | -10.3% | -3.3% | -9.9% |
| 3M | +7.2% | -0.7% | +8.0% | +7.0% |
| 6M | +1.5% | -17.8% | +19.3% | +9.0% |
| YTD | -5.3% | -15.8% | +10.5% | +0.1% |
| 1Y | +37.7% | -16.7% | +54.4% | +45.8% |
| 3Y | +153.9% | -19.7% | +173.6% | +173.1% |
| All | +153.9% | -19.1% | +173.0% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling