+113.5%
CSCO vs BBIO
+154.4%
-40.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +2.7% | -3.2% | +5.9% | +2.9% |
| 30D | -9.5% | -13.6% | +4.1% | -8.5% |
| 3M | -7.6% | +7.2% | -14.9% | -8.0% |
| 6M | +44.9% | +1.5% | +43.4% | +44.7% |
| YTD | +47.7% | -5.3% | +53.0% | +47.7% |
| 1Y | +69.1% | +37.7% | +31.4% | +64.1% |
| 3Y | +113.5% | +153.9% | -40.4% | +92.0% |
| All | +113.5% | +154.4% | -40.9% | +92.0% |
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