+48.7%
BURL vs BBIO
+155.4%
-106.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | +0.4% | +5.3% | -4.8% | -0.2% |
| 30D | -4.3% | +23.5% | -27.8% | -6.9% |
| 3M | -28.8% | -6.8% | -22.0% | -28.2% |
| 6M | -12.8% | +18.5% | -31.3% | -15.0% |
| YTD | -12.8% | +2.2% | -15.0% | -13.9% |
| 1Y | -12.3% | +18.0% | -30.3% | -15.0% |
| 3Y | +92.7% | +188.5% | -95.8% | +61.9% |
| 5Y | -6.5% | +63.3% | -69.8% | -30.6% |
| All | +48.7% | +155.4% | -106.7% | -12.9% |
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