+18.5%
BOXX vs BBIO
+959.1%
-940.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | -3.2% | +3.3% | +0.1% |
| 30D | +0.3% | -13.6% | +13.9% | +0.3% |
| 3M | +1.0% | +7.2% | -6.2% | +1.0% |
| 6M | +1.9% | +1.5% | +0.5% | +1.9% |
| YTD | +2.7% | -5.3% | +8.0% | +2.7% |
| 1Y | +4.0% | +37.7% | -33.7% | +4.0% |
| 3Y | +14.7% | +153.9% | -139.3% | +14.6% |
| All | +18.5% | +959.1% | -940.6% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling