+94.3%
BURL vs BBIO
+189.8%
-95.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +5.9% | +6.3% | -0.4% | +5.0% |
| 30D | -8.3% | +20.4% | -28.7% | -10.6% |
| 3M | -31.6% | -7.1% | -24.6% | -31.1% |
| 6M | -16.6% | +16.7% | -33.3% | -18.7% |
| YTD | -12.1% | +2.9% | -14.9% | -13.4% |
| 1Y | -10.0% | +25.3% | -35.2% | -13.9% |
| 3Y | +94.3% | +190.3% | -96.0% | +74.6% |
| All | +94.3% | +189.8% | -95.5% | +74.6% |
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 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