+41.2%
BURL vs BBIO
+148.5%
-107.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.8% | -8.1% | -6.6% |
| 7D | -7.0% | -0.5% | -6.4% | -6.9% |
| 30D | -35.6% | -10.1% | -25.5% | -34.8% |
| 3M | -26.3% | +12.4% | -38.7% | -27.5% |
| 6M | -20.7% | +15.9% | -36.6% | -22.5% |
| YTD | -17.2% | -0.5% | -16.7% | -17.9% |
| 1Y | -15.0% | +42.2% | -57.3% | -19.7% |
| 3Y | +53.2% | +167.8% | -114.6% | +29.8% |
| 5Y | -18.7% | +49.6% | -68.3% | -38.7% |
| All | +41.2% | +148.5% | -107.4% | -16.9% |
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