+684.8%
BBIO vs BAM
+66.2%
+618.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.2% | -6.6% | +3.4% | -0.3% |
| 30D | -13.6% | -12.4% | -1.2% | -8.6% |
| 3M | +7.2% | +2.4% | +4.9% | +5.0% |
| 6M | +1.5% | +7.9% | -6.5% | -3.5% |
| YTD | -5.3% | -7.0% | +1.7% | -4.0% |
| 1Y | +37.7% | -13.4% | +51.1% | +43.9% |
| 3Y | +153.9% | +46.9% | +107.0% | +94.9% |
| All | +684.8% | +66.2% | +618.6% | +459.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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