+210.6%
CTVA vs BBIO
+136.7%
+73.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | -3.2% | -1.3% | -4.3% |
| 30D | +11.3% | -13.6% | +24.9% | +12.4% |
| 3M | +12.3% | +7.2% | +5.1% | +11.6% |
| 6M | +7.2% | +1.5% | +5.7% | +6.7% |
| YTD | +26.0% | -5.3% | +31.3% | +25.8% |
| 1Y | +16.0% | +37.7% | -21.7% | +12.5% |
| 3Y | +73.9% | +153.9% | -80.0% | +58.5% |
| 5Y | +103.8% | +43.9% | +59.9% | +77.3% |
| All | +210.6% | +136.7% | +73.9% | +124.5% |
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 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