-44.8%
COMP vs BBIO
+19.8%
-64.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.4% | -2.3% | +3.7% | +1.9% |
| 30D | -13.3% | -8.7% | -4.6% | -11.4% |
| 3M | +41.1% | +11.2% | +30.0% | +37.0% |
| 6M | +17.2% | +12.5% | +4.7% | +12.8% |
| YTD | +5.2% | -2.2% | +7.4% | +4.0% |
| 1Y | +18.9% | +44.4% | -25.5% | +6.0% |
| 3Y | +215.9% | +144.7% | +71.2% | +139.1% |
| 5Y | -31.2% | +45.0% | -76.2% | -64.7% |
| All | -44.8% | +19.8% | -64.6% | -69.8% |
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