-63.3%
CSGP vs BBIO
+159.6%
-222.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -5.1% | -2.4% | -2.8% | -4.9% |
| 30D | +0.3% | -11.5% | +11.8% | +1.4% |
| 3M | -9.1% | +11.0% | -20.1% | -10.3% |
| 6M | -37.3% | +14.4% | -51.7% | -38.5% |
| YTD | -54.9% | -2.3% | -52.6% | -55.1% |
| 1Y | -65.5% | +37.7% | -103.3% | -67.3% |
| 3Y | -63.3% | +163.1% | -226.4% | -70.5% |
| All | -63.3% | +159.6% | -222.8% | -70.5% |
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