-7.8%
BRO vs BBIO
+154.4%
-162.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.3% | -3.2% | -4.1% | -7.2% |
| 30D | -6.9% | -13.6% | +6.7% | -6.5% |
| 3M | +10.7% | +7.2% | +3.4% | +10.3% |
| 6M | -2.7% | +1.5% | -4.2% | -2.8% |
| YTD | -16.3% | -5.3% | -11.0% | -16.3% |
| 1Y | -29.1% | +37.7% | -66.8% | -30.2% |
| 3Y | -7.8% | +153.9% | -161.7% | -13.8% |
| All | -7.8% | +154.4% | -162.3% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling