+176.2%
BBIO vs ESTC
+18.7%
+157.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +2.6% |
| 7D | -0.5% | -3.3% | +2.8% | +0.5% |
| 30D | -10.1% | +13.4% | -23.6% | -16.3% |
| 3M | +12.4% | +41.3% | -28.9% | -4.7% |
| 6M | +15.9% | +62.6% | -46.7% | -9.1% |
| YTD | -0.5% | +14.8% | -15.3% | -11.5% |
| 1Y | +42.2% | -5.1% | +47.3% | +34.6% |
| 3Y | +167.8% | +11.2% | +156.6% | +96.4% |
| 5Y | +49.6% | -47.0% | +96.5% | +41.5% |
| All | +176.2% | +18.7% | +157.5% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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