+24.5%
CMS vs BBIO
+42.7%
-18.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.9% | -3.2% | +1.3% | -1.9% |
| 30D | -4.1% | -13.6% | +9.5% | -4.0% |
| 3M | -7.1% | +7.2% | -14.3% | -7.2% |
| 6M | -10.1% | +1.5% | -11.5% | -10.1% |
| YTD | -1.7% | -5.3% | +3.6% | -1.7% |
| 1Y | -3.4% | +37.7% | -41.1% | -3.8% |
| 3Y | +31.6% | +153.9% | -122.4% | +30.0% |
| All | +24.5% | +42.7% | -18.3% | +18.6% |
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 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