+48.7%
DAL vs BBIO
+136.7%
-87.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -0.3% | -3.2% | +2.9% | +0.1% |
| 30D | -11.1% | -13.6% | +2.5% | -9.5% |
| 3M | -2.1% | +7.2% | -9.3% | -3.2% |
| 6M | +35.8% | +1.5% | +34.3% | +35.1% |
| YTD | +16.0% | -5.3% | +21.3% | +15.9% |
| 1Y | +33.7% | +37.7% | -4.1% | +26.8% |
| 3Y | +102.3% | +153.9% | -51.6% | +73.0% |
| 5Y | +110.3% | +43.9% | +66.5% | +59.4% |
| All | +48.7% | +136.7% | -87.9% | -1.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling