-2.0%
BBWI vs BBIO
+136.9%
-138.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -0.9% |
| 7D | -8.0% | -3.9% | -4.2% | -7.6% |
| 30D | -6.6% | -13.4% | +6.8% | -5.0% |
| 3M | -2.7% | +7.6% | -10.3% | -3.9% |
| 6M | -12.8% | -2.4% | -10.3% | -12.9% |
| YTD | -10.5% | -5.2% | -5.3% | -10.7% |
| 1Y | -35.3% | +36.9% | -72.2% | -38.7% |
| 3Y | -47.7% | +155.2% | -202.9% | -55.5% |
| 5Y | -68.9% | +44.0% | -112.9% | -76.3% |
| All | -2.0% | +136.9% | -138.9% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling