+42.3%
BBIO vs ALC
-20.7%
+63.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -3.2% | -6.3% | +3.1% | +0.5% |
| 30D | -13.6% | -10.3% | -3.3% | -8.1% |
| 3M | +7.2% | -0.7% | +8.0% | +6.8% |
| 6M | +1.5% | -17.8% | +19.3% | +12.6% |
| YTD | -5.3% | -15.8% | +10.5% | +2.5% |
| 1Y | +37.7% | -16.7% | +54.4% | +49.2% |
| 3Y | +153.9% | -19.7% | +173.6% | +169.5% |
| All | +42.3% | -20.7% | +63.0% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling