+86.0%
CME vs BBIO
+136.9%
-50.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | 0.0% |
| 7D | -2.4% | -3.9% | +1.5% | -2.2% |
| 30D | +6.2% | -13.4% | +19.6% | +6.8% |
| 3M | +4.4% | +7.6% | -3.2% | +3.9% |
| 6M | -9.6% | -2.4% | -7.2% | -9.8% |
| YTD | +3.8% | -5.2% | +9.0% | +3.6% |
| 1Y | +9.5% | +36.9% | -27.4% | +7.5% |
| 3Y | +51.9% | +155.2% | -103.3% | +42.8% |
| 5Y | +78.7% | +44.0% | +34.7% | +61.8% |
| All | +86.0% | +136.9% | -50.9% | +37.5% |
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