-47.6%
CLF vs BBIO
+42.9%
-90.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.6% | -1.6% |
| 7D | -3.7% | -3.9% | +0.2% | -3.2% |
| 30D | -4.7% | -13.4% | +8.7% | -3.0% |
| 3M | -4.7% | +7.6% | -12.2% | -5.8% |
| 6M | +24.0% | -2.4% | +26.5% | +23.9% |
| YTD | -10.9% | -5.2% | -5.7% | -11.1% |
| 1Y | +4.0% | +36.9% | -32.9% | -0.8% |
| 3Y | -16.9% | +155.2% | -172.1% | -27.3% |
| All | -47.6% | +42.9% | -90.5% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling