+163.2%
BBIO vs EXEL
+173.6%
-10.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.0% |
| 7D | -3.9% | -2.9% | -1.0% | -2.5% |
| 30D | -13.4% | +11.9% | -25.3% | -17.9% |
| 3M | +7.6% | +9.2% | -1.7% | +2.7% |
| 6M | -2.4% | +39.1% | -41.5% | -17.6% |
| YTD | -5.2% | +31.0% | -36.2% | -18.1% |
| 1Y | +36.9% | +52.3% | -15.4% | +8.7% |
| 3Y | +155.2% | +159.7% | -4.6% | +39.5% |
| 5Y | +44.0% | +187.7% | -143.7% | -24.1% |
| All | +163.2% | +173.6% | -10.4% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling