+855.6%
CCJ vs BBIO
+136.9%
+718.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.7% | +1.7% | -2.5% |
| 7D | -3.2% | -3.9% | +0.7% | -2.8% |
| 30D | -1.3% | -13.4% | +12.1% | +0.1% |
| 3M | +2.5% | +7.6% | -5.0% | +1.6% |
| 6M | -18.9% | -2.4% | -16.4% | -18.9% |
| YTD | +6.5% | -5.2% | +11.7% | +6.5% |
| 1Y | +22.8% | +36.9% | -14.1% | +18.1% |
| 3Y | +164.5% | +155.2% | +9.3% | +133.4% |
| 5Y | +303.7% | +44.0% | +259.7% | +215.3% |
| All | +855.6% | +136.9% | +718.8% | +516.1% |
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