-49.3%
COMP vs BBIO
+25.3%
-74.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | 0.0% | +5.4% | -5.4% | -1.3% |
| 30D | +16.6% | +20.6% | -4.0% | +11.3% |
| 3M | -23.5% | -3.6% | -19.9% | -22.9% |
| 6M | +25.7% | +14.1% | +11.6% | +21.0% |
| YTD | -3.4% | +2.4% | -5.8% | -5.7% |
| 1Y | +7.6% | +20.4% | -12.8% | +0.8% |
| 3Y | +423.6% | +184.5% | +239.1% | +282.4% |
| 5Y | -10.6% | +63.5% | -74.1% | -55.2% |
| All | -49.3% | +25.3% | -74.6% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling