+125.0%
CSX vs BBIO
+155.8%
-30.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +6.0% | +5.4% | +0.6% | +5.6% |
| 30D | +7.8% | +20.6% | -12.8% | +6.5% |
| 3M | +4.1% | -3.6% | +7.7% | +4.2% |
| 6M | +17.9% | +14.1% | +3.8% | +16.6% |
| YTD | +44.9% | +2.4% | +42.5% | +43.9% |
| 1Y | +51.1% | +20.4% | +30.8% | +48.5% |
| 3Y | +78.3% | +184.5% | -106.2% | +63.2% |
| 5Y | +58.1% | +63.5% | -5.4% | +37.2% |
| All | +125.0% | +155.8% | -30.8% | +67.3% |
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