+137.7%
CSCO vs BBIO
+136.9%
+0.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -1.5% |
| 7D | -1.1% | -3.9% | +2.8% | -0.9% |
| 30D | -10.8% | -13.4% | +2.6% | -10.0% |
| 3M | -9.2% | +7.6% | -16.8% | -9.6% |
| 6M | +39.5% | -2.4% | +42.0% | +39.5% |
| YTD | +41.5% | -5.2% | +46.7% | +41.4% |
| 1Y | +61.0% | +36.9% | +24.1% | +57.3% |
| 3Y | +105.2% | +155.2% | -50.0% | +90.7% |
| 5Y | +113.4% | +44.0% | +69.4% | +88.4% |
| All | +137.7% | +136.9% | +0.9% | +81.8% |
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