-36.2%
CLX vs BBIO
+154.4%
-190.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -5.7% | -3.2% | -2.5% | -5.6% |
| 30D | -17.0% | -13.6% | -3.4% | -16.5% |
| 3M | -9.7% | +7.2% | -16.9% | -10.1% |
| 6M | -19.8% | +1.5% | -21.3% | -20.0% |
| YTD | -9.8% | -5.3% | -4.6% | -10.0% |
| 1Y | -26.2% | +37.7% | -63.9% | -27.3% |
| 3Y | -36.2% | +153.9% | -190.1% | -41.6% |
| All | -36.2% | +154.4% | -190.6% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling