+209.6%
DECK vs BBIO
+154.6%
+55.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.6% | +3.7% |
| 7D | +6.4% | +3.9% | +2.5% | +5.9% |
| 30D | +9.1% | +19.3% | -10.2% | +6.7% |
| 3M | -7.2% | -7.8% | +0.5% | -6.4% |
| 6M | -9.9% | +15.6% | -25.6% | -12.0% |
| YTD | -12.8% | +1.9% | -14.7% | -13.9% |
| 1Y | +10.6% | +26.1% | -15.5% | +6.2% |
| 3Y | -13.8% | +187.9% | -201.7% | -27.8% |
| 5Y | +27.6% | +52.8% | -25.2% | -5.7% |
| All | +209.6% | +154.6% | +55.0% | +85.1% |
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