-28.7%
COMP vs BBIO
+52.7%
-81.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.1% |
| 7D | +0.8% | -0.5% | +1.4% | +1.0% |
| 30D | -13.9% | -10.1% | -3.7% | -11.6% |
| 3M | +30.7% | +12.4% | +18.3% | +26.5% |
| 6M | +18.7% | +15.9% | +2.8% | +13.3% |
| YTD | +1.0% | -0.5% | +1.6% | -0.6% |
| 1Y | +15.1% | +42.2% | -27.1% | +2.8% |
| 3Y | +219.8% | +167.8% | +52.0% | +136.0% |
| 5Y | -28.7% | +49.6% | -78.2% | -62.1% |
| All | -28.7% | +52.7% | -81.4% | -62.1% |
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 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