+42.3%
BBIO vs SHAK
-22.8%
+65.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -1.4% |
| 7D | -3.2% | -8.3% | +5.1% | +0.2% |
| 30D | -13.6% | -12.6% | -1.0% | -9.0% |
| 3M | +7.2% | +9.1% | -1.9% | +1.1% |
| 6M | +1.5% | -31.2% | +32.7% | +12.8% |
| YTD | -5.3% | -21.6% | +16.3% | -2.5% |
| 1Y | +37.7% | -38.8% | +76.5% | +58.4% |
| 3Y | +153.9% | +0.6% | +153.3% | +82.8% |
| All | +42.3% | -22.8% | +65.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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