+70.9%
CNH vs BBIO
+136.9%
-66.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.8% | -2.4% |
| 7D | -2.5% | -3.9% | +1.4% | -2.1% |
| 30D | +27.0% | -13.4% | +40.4% | +28.8% |
| 3M | +32.6% | +7.6% | +25.1% | +31.4% |
| 6M | +23.6% | -2.4% | +26.0% | +23.5% |
| YTD | +47.8% | -5.2% | +53.1% | +47.6% |
| 1Y | +21.3% | +36.9% | -15.6% | +16.3% |
| 3Y | +7.0% | +155.2% | -148.2% | -5.6% |
| 5Y | +10.2% | +44.0% | -33.8% | -10.2% |
| All | +70.9% | +136.9% | -66.0% | +10.4% |
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