+79.8%
CVE vs BBIO
+167.2%
-87.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | +2.0% | -0.5% | +2.5% | +2.0% |
| 30D | +13.2% | -10.1% | +23.3% | +13.7% |
| 3M | +21.7% | +12.4% | +9.3% | +20.6% |
| 6M | +48.4% | +15.9% | +32.5% | +46.1% |
| YTD | +100.1% | -0.5% | +100.6% | +99.0% |
| 1Y | +107.8% | +42.2% | +65.6% | +101.8% |
| All | +79.8% | +167.2% | -87.4% | +74.3% |
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 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