+119.7%
CVS vs BBIO
+136.9%
-17.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.1% |
| 7D | -2.0% | -3.9% | +1.9% | -1.8% |
| 30D | +1.9% | -13.4% | +15.3% | +2.5% |
| 3M | -2.2% | +7.6% | -9.7% | -2.6% |
| 6M | +26.7% | -2.4% | +29.2% | +26.6% |
| YTD | +22.9% | -5.2% | +28.1% | +22.7% |
| 1Y | +32.9% | +36.9% | -4.0% | +30.7% |
| 3Y | +62.3% | +155.2% | -92.9% | +54.3% |
| 5Y | +34.2% | +44.0% | -9.8% | +25.7% |
| All | +119.7% | +136.9% | -17.1% | +80.3% |
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