+162.9%
BBIO vs SPY
+190.6%
-27.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -1.2% |
| 7D | -3.2% | -0.8% | -2.4% | -2.2% |
| 30D | -13.6% | -1.1% | -12.5% | -12.5% |
| 3M | +7.2% | +3.9% | +3.4% | +1.7% |
| 6M | +1.5% | +13.6% | -12.1% | -14.8% |
| YTD | -5.3% | +12.7% | -18.0% | -19.6% |
| 1Y | +37.7% | +17.5% | +20.2% | +10.8% |
| 3Y | +153.9% | +76.9% | +77.0% | +16.7% |
| 5Y | +43.9% | +83.6% | -39.7% | -36.5% |
| All | +162.9% | +190.6% | -27.6% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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