+294.4%
CMI vs BBIO
+136.7%
+157.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -3.2% | +2.5% | -0.5% |
| 30D | -12.4% | -13.6% | +1.2% | -11.4% |
| 3M | -14.8% | +7.2% | -22.0% | -15.4% |
| 6M | +0.8% | +1.5% | -0.7% | +0.4% |
| YTD | +10.2% | -5.3% | +15.5% | +10.3% |
| 1Y | +37.4% | +37.7% | -0.3% | +33.7% |
| 3Y | +153.3% | +153.9% | -0.6% | +132.8% |
| 5Y | +167.6% | +43.9% | +123.7% | +131.0% |
| All | +294.4% | +136.7% | +157.8% | +205.7% |
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