-2.4%
BBIO vs ALM
-16.9%
+14.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.6% | +4.9% | -4.3% |
| 7D | -3.9% | -7.1% | +3.3% | -3.5% |
| 30D | -13.4% | +24.7% | -38.1% | -14.3% |
| 3M | +7.6% | +8.3% | -0.7% | +6.7% |
| 6M | -2.4% | -22.2% | +19.7% | -2.8% |
| All | -2.4% | -16.9% | +14.5% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling