-67.0%
BBWI vs BBIO
+42.7%
-109.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.0% |
| 3M | -0.3% | +7.2% | -7.6% | -1.3% |
| 6M | -5.4% | +1.5% | -6.8% | -5.9% |
| YTD | -4.7% | -5.3% | +0.6% | -4.9% |
| 1Y | -30.5% | +37.7% | -68.2% | -33.5% |
| 3Y | -44.3% | +153.9% | -198.2% | -51.3% |
| All | -67.0% | +42.7% | -109.7% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling