+63.6%
BURL vs BBIO
+159.6%
-96.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -2.6% | -2.4% | -0.2% | -2.2% |
| 30D | -30.8% | -11.5% | -19.3% | -29.6% |
| 3M | -18.7% | +11.0% | -29.6% | -20.1% |
| 6M | -16.4% | +14.4% | -30.8% | -18.5% |
| YTD | -11.6% | -2.3% | -9.3% | -12.2% |
| 1Y | -12.0% | +37.7% | -49.7% | -17.4% |
| 3Y | +63.6% | +163.1% | -99.5% | +30.5% |
| All | +63.6% | +159.6% | -96.0% | +30.5% |
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 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