-17.5%
BMRN vs BBAI
-70.8%
+53.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | +1.3% | -10.7% | +12.0% | +1.5% |
| 3M | +14.3% | -32.3% | +46.5% | +14.9% |
| 6M | +5.7% | -31.3% | +37.0% | +6.2% |
| YTD | +8.7% | -45.9% | +54.7% | +9.5% |
| 1Y | +14.6% | -40.0% | +54.7% | +15.1% |
| 3Y | -28.3% | +72.8% | -101.1% | -30.0% |
| 5Y | -15.7% | -70.4% | +54.6% | -14.4% |
| All | -17.5% | -70.8% | +53.3% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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