+75.7%
BBY vs BBIO
+136.7%
-60.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +0.6% | -3.2% | +3.8% | +0.9% |
| 30D | +9.4% | -13.6% | +23.0% | +10.9% |
| 3M | +19.3% | +7.2% | +12.1% | +18.3% |
| 6M | +47.9% | +1.5% | +46.4% | +47.2% |
| YTD | +39.6% | -5.3% | +44.9% | +39.2% |
| 1Y | +22.2% | +37.7% | -15.5% | +17.3% |
| 3Y | +45.0% | +153.9% | -108.9% | +28.5% |
| 5Y | +2.6% | +43.9% | -41.3% | -17.6% |
| All | +75.7% | +136.7% | -60.9% | +21.1% |
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