+42.3%
BBIO vs NWSA
+40.0%
+2.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -3.2% | -2.8% | -0.4% | -1.1% |
| 30D | -13.6% | +3.0% | -16.6% | -15.7% |
| 3M | +7.2% | +12.3% | -5.1% | -2.9% |
| 6M | +1.5% | +21.9% | -20.4% | -14.3% |
| YTD | -5.3% | +13.6% | -18.9% | -16.5% |
| 1Y | +37.7% | +0.5% | +37.2% | +33.4% |
| 3Y | +153.9% | +43.8% | +110.2% | +68.9% |
| All | +42.3% | +40.0% | +2.3% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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