+67.2%
CRM vs BBIO
+136.7%
-69.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -3.2% | -1.2% | -4.1% |
| 30D | +28.1% | -13.6% | +41.7% | +29.9% |
| 3M | +48.8% | +7.2% | +41.6% | +47.3% |
| 6M | +28.3% | +1.5% | +26.8% | +27.3% |
| YTD | -6.0% | -5.3% | -0.7% | -6.4% |
| 1Y | +1.4% | +37.7% | -36.3% | -3.2% |
| 3Y | +11.8% | +153.9% | -142.1% | -2.6% |
| 5Y | -2.0% | +43.9% | -45.9% | -24.7% |
| All | +67.2% | +136.7% | -69.4% | +5.1% |
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