+163.2%
BBIO vs SPY
+188.1%
-25.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -3.9% |
| 7D | -3.9% | -2.0% | -1.9% | -1.2% |
| 30D | -13.4% | -1.7% | -11.7% | -11.6% |
| 3M | +7.6% | +4.7% | +2.8% | +0.8% |
| 6M | -2.4% | +12.5% | -15.0% | -17.0% |
| YTD | -5.2% | +11.7% | -16.9% | -18.6% |
| 1Y | +36.9% | +17.5% | +19.4% | +10.1% |
| 3Y | +155.2% | +76.6% | +78.6% | +17.5% |
| 5Y | +44.0% | +82.0% | -38.0% | -35.7% |
| All | +163.2% | +188.1% | -25.0% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling