+162.9%
BBIO vs ALM
+959.1%
-796.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.4% |
| 7D | -3.2% | -11.8% | +8.6% | -2.3% |
| 30D | -13.6% | +7.8% | -21.4% | -14.3% |
| 3M | +7.2% | -9.3% | +16.5% | +7.2% |
| 6M | +1.5% | -30.5% | +31.9% | +2.5% |
| YTD | -5.3% | +75.8% | -81.1% | -11.8% |
| 1Y | +37.7% | +241.2% | -203.5% | +20.2% |
| 3Y | +153.9% | +1,872.6% | -1,718.7% | +77.6% |
| 5Y | +43.9% | +849.6% | -805.7% | +6.3% |
| All | +162.9% | +959.1% | -796.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling