+153.9%
BBIO vs GWRE
+50.1%
+103.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -3.2% | -13.2% | +10.0% | -1.5% |
| 30D | -13.6% | -18.6% | +5.0% | -11.9% |
| 3M | +7.2% | +18.9% | -11.7% | +2.8% |
| 6M | +1.5% | -11.0% | +12.4% | +1.4% |
| YTD | -5.3% | -29.9% | +24.6% | +0.1% |
| 1Y | +37.7% | -44.3% | +82.1% | +54.6% |
| 3Y | +153.9% | +51.7% | +102.2% | +62.8% |
| All | +153.9% | +50.1% | +103.8% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling