+1.5%
CARR vs BBIO
+154.4%
-152.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.8% | -3.2% | -0.6% | -3.3% |
| 30D | -8.9% | -13.6% | +4.7% | -7.0% |
| 3M | -17.3% | +7.2% | -24.6% | -18.5% |
| 6M | -1.4% | +1.5% | -2.9% | -2.3% |
| YTD | +10.0% | -5.3% | +15.3% | +9.6% |
| 1Y | -6.4% | +37.7% | -44.1% | -12.3% |
| 3Y | +1.5% | +153.9% | -152.4% | -17.2% |
| All | +1.5% | +154.4% | -152.9% | -17.2% |
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