+604.8%
CRS vs BBIO
+154.4%
+450.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -6.8% | -3.2% | -3.6% | -6.0% |
| 30D | -16.1% | -13.6% | -2.5% | -13.1% |
| 3M | -21.2% | +7.2% | -28.4% | -22.8% |
| 6M | +8.7% | +1.5% | +7.2% | +7.7% |
| YTD | +41.0% | -5.3% | +46.3% | +40.3% |
| 1Y | +82.7% | +37.7% | +44.9% | +63.5% |
| 3Y | +604.8% | +153.9% | +450.9% | +405.1% |
| All | +604.8% | +154.4% | +450.3% | +405.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling