+65.1%
CSX vs BBIO
+52.7%
+12.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.4% |
| 7D | -0.6% | -0.5% | 0.0% | -0.6% |
| 30D | -3.2% | -10.1% | +6.9% | -2.8% |
| 3M | +2.6% | +12.4% | -9.8% | +2.0% |
| 6M | +19.8% | +15.9% | +3.9% | +18.9% |
| YTD | +34.7% | -0.5% | +35.2% | +34.3% |
| 1Y | +52.1% | +42.2% | +9.9% | +49.3% |
| 3Y | +68.4% | +167.8% | -99.4% | +59.9% |
| 5Y | +65.1% | +49.6% | +15.5% | +47.1% |
| All | +65.1% | +52.7% | +12.4% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling