+4.3%
BBWI vs BBIO
+136.7%
-132.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.4% |
| 7D | -4.8% | -3.2% | -1.6% | -4.5% |
| 30D | +3.5% | -13.6% | +17.1% | +5.3% |
| 3M | -0.3% | +7.2% | -7.6% | -1.5% |
| 6M | -5.4% | +1.5% | -6.8% | -6.0% |
| YTD | -4.7% | -5.3% | +0.6% | -5.0% |
| 1Y | -30.5% | +37.7% | -68.2% | -34.1% |
| 3Y | -44.3% | +153.9% | -198.2% | -52.6% |
| 5Y | -66.9% | +43.9% | -110.7% | -74.8% |
| All | +4.3% | +136.7% | -132.4% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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