+42.3%
BBIO vs EXEL
+180.6%
-138.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.0% |
| 7D | -3.2% | -4.9% | +1.7% | -1.0% |
| 30D | -13.6% | +11.4% | -25.0% | -17.9% |
| 3M | +7.2% | +4.9% | +2.3% | +4.4% |
| 6M | +1.5% | +34.4% | -32.9% | -12.7% |
| YTD | -5.3% | +28.0% | -33.3% | -17.1% |
| 1Y | +37.7% | +43.6% | -5.9% | +12.7% |
| 3Y | +153.9% | +155.2% | -1.3% | +27.9% |
| All | +42.3% | +180.6% | -138.3% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 5y: compounded portfolio wealth divided by compounded EXEL 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…
5y analysis · Full analysis span regression · 6 months rolling