+25.1%
BBIO vs ALHC
-31.6%
+56.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.5% |
| 7D | -0.5% | -4.1% | +3.6% | +0.4% |
| 30D | -10.1% | -5.4% | -4.7% | -9.1% |
| 3M | +12.4% | -32.1% | +44.5% | +21.2% |
| 6M | +15.9% | -28.5% | +44.4% | +20.9% |
| YTD | -0.5% | -34.0% | +33.5% | +5.1% |
| 1Y | +42.2% | -20.9% | +63.1% | +42.7% |
| 3Y | +167.8% | +151.5% | +16.2% | +70.0% |
| 5Y | +49.6% | -28.8% | +78.4% | +23.5% |
| All | +25.1% | -31.6% | +56.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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