+176.2%
BBIO vs CASY
+330.4%
-154.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -14.2% | +16.0% | +7.1% |
| 7D | -0.5% | -16.5% | +16.0% | +5.7% |
| 30D | -10.1% | -26.4% | +16.2% | 0.0% |
| 3M | +12.4% | -17.3% | +29.7% | +17.2% |
| 6M | +15.9% | -5.2% | +21.1% | +13.5% |
| YTD | -0.5% | +14.1% | -14.6% | -10.5% |
| 1Y | +42.2% | +16.6% | +25.6% | +26.1% |
| 3Y | +167.8% | +163.7% | +4.1% | +54.7% |
| 5Y | +49.6% | +231.3% | -181.7% | -22.7% |
| All | +176.2% | +330.4% | -154.3% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling