+162.9%
BBIO vs CASY
+321.1%
-158.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.6% |
| 7D | -3.2% | -18.6% | +15.4% | +3.8% |
| 30D | -13.6% | -26.6% | +13.0% | -3.7% |
| 3M | +7.2% | -32.8% | +40.0% | +23.0% |
| 6M | +1.5% | -10.0% | +11.5% | +1.4% |
| YTD | -5.3% | +11.6% | -16.9% | -14.1% |
| 1Y | +37.7% | +11.5% | +26.2% | +24.5% |
| 3Y | +153.9% | +160.7% | -6.8% | +47.1% |
| 5Y | +43.9% | +232.4% | -188.5% | -25.8% |
| All | +162.9% | +321.1% | -158.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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