+45.5%
CL vs BBIO
+144.2%
-98.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.4% | -2.4% | +1.0% | -1.3% |
| 30D | -5.2% | -11.5% | +6.3% | -5.1% |
| 3M | +3.3% | +11.0% | -7.7% | +3.2% |
| 6M | -4.4% | +14.4% | -18.8% | -4.6% |
| YTD | +13.9% | -2.3% | +16.2% | +13.8% |
| 1Y | +7.6% | +37.7% | -30.1% | +7.2% |
| 3Y | +29.6% | +163.1% | -133.6% | +27.6% |
| 5Y | +28.1% | +49.5% | -21.4% | +25.7% |
| All | +45.5% | +144.2% | -98.8% | +33.5% |
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