+162.9%
BBIO vs SBAC
-8.2%
+171.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.8% |
| 7D | -3.2% | -2.1% | -1.1% | -2.6% |
| 30D | -13.6% | +2.0% | -15.6% | -14.2% |
| 3M | +7.2% | -8.3% | +15.5% | +9.6% |
| 6M | +1.5% | +0.3% | +1.2% | -0.5% |
| YTD | -5.3% | -2.2% | -3.1% | -6.4% |
| 1Y | +37.7% | -4.6% | +42.3% | +37.0% |
| 3Y | +153.9% | -8.3% | +162.2% | +150.7% |
| 5Y | +43.9% | -42.8% | +86.7% | +70.5% |
| All | +162.9% | -8.2% | +171.1% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling