+20.9%
CLF vs BBIO
+136.7%
-115.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.5% | -3.2% | -0.3% | -3.0% |
| 30D | -1.6% | -13.6% | +12.0% | +0.7% |
| 3M | -12.0% | +7.2% | -19.3% | -13.4% |
| 6M | +30.0% | +1.5% | +28.5% | +28.9% |
| YTD | -9.2% | -5.3% | -3.9% | -9.5% |
| 1Y | +2.3% | +37.7% | -35.4% | -4.1% |
| 3Y | -14.4% | +153.9% | -168.3% | -29.1% |
| 5Y | -48.3% | +43.9% | -92.2% | -63.0% |
| All | +20.9% | +136.7% | -115.8% | -36.9% |
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