+49.9%
BURL vs BBIO
+157.0%
-107.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +5.9% | +6.3% | -0.4% | +5.1% |
| 30D | -8.3% | +20.4% | -28.7% | -10.5% |
| 3M | -31.6% | -7.1% | -24.6% | -31.1% |
| 6M | -16.6% | +16.7% | -33.3% | -18.6% |
| YTD | -12.1% | +2.9% | -14.9% | -13.3% |
| 1Y | -10.0% | +25.3% | -35.2% | -13.5% |
| 3Y | +94.3% | +190.3% | -96.0% | +63.1% |
| 5Y | -13.2% | +59.5% | -72.8% | -35.1% |
| All | +49.9% | +157.0% | -107.1% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling