-45.7%
CSGP vs BBIO
+136.9%
-182.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.1% |
| 7D | -6.9% | -3.9% | -3.1% | -6.6% |
| 30D | -5.2% | -13.4% | +8.1% | -4.0% |
| 3M | -13.8% | +7.6% | -21.4% | -14.7% |
| 6M | -36.3% | -2.4% | -33.9% | -36.5% |
| YTD | -56.1% | -5.2% | -50.9% | -56.3% |
| 1Y | -65.8% | +36.9% | -102.7% | -67.3% |
| 3Y | -64.3% | +155.2% | -219.5% | -68.7% |
| 5Y | -67.3% | +44.0% | -111.3% | -74.6% |
| All | -45.7% | +136.9% | -182.5% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling