+47.1%
CMS vs BBIO
+148.5%
-101.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.9% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | -1.3% | -10.1% | +8.9% | -1.2% |
| 3M | -5.4% | +12.4% | -17.8% | -5.6% |
| 6M | -10.3% | +15.9% | -26.2% | -10.6% |
| YTD | -0.2% | -0.5% | +0.3% | -0.3% |
| 1Y | -0.9% | +42.2% | -43.1% | -1.5% |
| 3Y | +34.0% | +167.8% | -133.8% | +31.4% |
| 5Y | +23.6% | +49.6% | -26.0% | +19.9% |
| All | +47.1% | +148.5% | -101.5% | +42.1% |
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