+83.3%
BBIO vs JAAA
+29.4%
+53.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -13.6% | +0.5% | -14.1% | -14.1% |
| 3M | +7.2% | +1.3% | +6.0% | +5.8% |
| 6M | +1.5% | +2.8% | -1.3% | -1.4% |
| YTD | -5.3% | +3.3% | -8.6% | -8.3% |
| 1Y | +37.7% | +4.9% | +32.8% | +32.1% |
| 3Y | +153.9% | +19.0% | +134.9% | +156.1% |
| 5Y | +43.9% | +26.9% | +17.0% | +60.3% |
| All | +83.3% | +29.4% | +53.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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