+162.9%
BBIO vs COO
-34.5%
+197.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -3.2% | -22.5% | +19.3% | +11.2% |
| 30D | -13.6% | -29.7% | +16.1% | +5.1% |
| 3M | +7.2% | -20.1% | +27.4% | +20.1% |
| 6M | +1.5% | -26.9% | +28.4% | +19.7% |
| YTD | -5.3% | -34.2% | +28.9% | +18.3% |
| 1Y | +37.7% | -21.3% | +59.0% | +52.1% |
| 3Y | +153.9% | -38.7% | +192.6% | +209.5% |
| 5Y | +43.9% | -52.2% | +96.1% | +97.8% |
| All | +162.9% | -34.5% | +197.5% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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