+262.9%
BLDR vs BBIO
+136.9%
+126.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.7% | +0.8% | -3.2% |
| 7D | -8.1% | -3.9% | -4.3% | -7.5% |
| 30D | -21.5% | -13.4% | -8.1% | -19.7% |
| 3M | -21.0% | +7.6% | -28.5% | -22.2% |
| 6M | -37.1% | -2.4% | -34.6% | -37.1% |
| YTD | -42.7% | -5.2% | -37.5% | -42.8% |
| 1Y | -58.0% | +36.9% | -94.8% | -60.6% |
| 3Y | -57.8% | +155.2% | -213.0% | -65.3% |
| 5Y | +10.3% | +44.0% | -33.7% | -21.5% |
| All | +262.9% | +136.9% | +126.0% | +100.7% |
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