+149.7%
CVE vs BBIO
+66.6%
+83.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.7% |
| 7D | +0.1% | +2.1% | -2.0% | 0.0% |
| 30D | -10.8% | +21.0% | -31.8% | -11.1% |
| 3M | -4.3% | -5.0% | +0.6% | -4.3% |
| 6M | -1.5% | +23.0% | -24.4% | -1.9% |
| YTD | +70.7% | +4.0% | +66.7% | +70.3% |
| 1Y | +58.1% | +19.5% | +38.6% | +57.2% |
| 3Y | +69.8% | +193.5% | -123.7% | +66.0% |
| All | +149.7% | +66.6% | +83.1% | +139.0% |
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