+163.1%
BHP vs BBIO
+136.7%
+26.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -3.2% | -0.4% | -3.4% |
| 30D | -1.2% | -13.6% | +12.4% | -0.2% |
| 3M | +1.2% | +7.2% | -6.0% | +0.6% |
| 6M | +21.4% | +1.5% | +19.9% | +21.1% |
| YTD | +50.4% | -5.3% | +55.7% | +50.4% |
| 1Y | +67.5% | +37.7% | +29.8% | +63.2% |
| 3Y | +72.8% | +153.9% | -81.1% | +59.3% |
| 5Y | +112.6% | +43.9% | +68.7% | +85.9% |
| All | +163.1% | +136.7% | +26.4% | +94.0% |
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