+153.9%
BBIO vs USFR
+14.1%
+139.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -13.6% | +0.4% | -14.0% | -13.9% |
| 3M | +7.2% | +1.0% | +6.2% | +6.1% |
| 6M | +1.5% | +2.0% | -0.5% | -1.6% |
| YTD | -5.3% | +2.8% | -8.1% | -9.6% |
| 1Y | +37.7% | +4.1% | +33.6% | +28.4% |
| 3Y | +153.9% | +14.1% | +139.8% | +179.4% |
| All | +153.9% | +14.1% | +139.8% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling