-19.7%
CAG vs BBIO
+136.5%
-156.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.5% | -3.3% | -1.2% | -4.5% |
| 30D | -5.3% | -9.4% | +4.1% | -5.3% |
| 3M | +8.9% | +8.4% | +0.5% | +8.8% |
| 6M | -6.5% | +4.3% | -10.8% | -6.6% |
| YTD | -9.7% | -5.4% | -4.3% | -9.7% |
| 1Y | -16.7% | +41.3% | -58.1% | -16.8% |
| 3Y | -38.9% | +144.4% | -183.3% | -39.1% |
| 5Y | -42.4% | +48.5% | -90.9% | -42.2% |
| All | -19.7% | +136.5% | -156.2% | -18.9% |
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