+23.2%
CLF vs BBIO
+144.2%
-121.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +6.5% | -2.4% | +8.9% | +6.9% |
| 30D | +0.2% | -11.5% | +11.8% | +2.2% |
| 3M | -3.1% | +11.0% | -14.0% | -5.1% |
| 6M | +25.0% | +14.4% | +10.6% | +21.5% |
| YTD | -7.5% | -2.3% | -5.2% | -8.3% |
| 1Y | +11.5% | +37.7% | -26.2% | +4.5% |
| 3Y | -13.7% | +163.1% | -176.8% | -29.0% |
| 5Y | -47.0% | +49.5% | -96.5% | -62.3% |
| All | +23.2% | +144.2% | -121.1% | -36.0% |
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