+51.3%
BURL vs BBIO
+159.8%
-108.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | -0.8% | +2.1% | -2.9% | -1.1% |
| 30D | -4.4% | +21.0% | -25.4% | -6.7% |
| 3M | -28.6% | -5.0% | -23.6% | -28.2% |
| 6M | -12.3% | +23.0% | -35.3% | -14.9% |
| YTD | -11.3% | +4.0% | -15.3% | -12.6% |
| 1Y | -10.4% | +19.5% | -29.9% | -13.4% |
| 3Y | +96.1% | +193.5% | -97.4% | +64.4% |
| 5Y | -5.0% | +66.1% | -71.1% | -29.6% |
| All | +51.3% | +159.8% | -108.6% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling