+332.1%
CVE vs BBIO
+136.9%
+195.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | 0.0% |
| 7D | +1.6% | -3.9% | +5.5% | +2.0% |
| 30D | +11.7% | -13.4% | +25.1% | +13.0% |
| 3M | +18.2% | +7.6% | +10.6% | +17.1% |
| 6M | +48.8% | -2.4% | +51.3% | +48.3% |
| YTD | +99.4% | -5.2% | +104.6% | +98.8% |
| 1Y | +97.9% | +36.9% | +61.0% | +90.7% |
| 3Y | +76.3% | +155.2% | -78.9% | +57.3% |
| 5Y | +344.6% | +44.0% | +300.6% | +274.4% |
| All | +332.1% | +136.9% | +195.3% | +174.6% |
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