+182.8%
DECK vs BBIO
+144.2%
+38.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -2.3% | -2.4% | 0.0% | -2.1% |
| 30D | -15.2% | -11.5% | -3.7% | -14.0% |
| 3M | -24.7% | +11.0% | -35.7% | -25.9% |
| 6M | -20.8% | +14.4% | -35.1% | -22.5% |
| YTD | -20.3% | -2.3% | -18.1% | -20.8% |
| 1Y | -29.5% | +37.7% | -67.2% | -33.2% |
| 3Y | -6.0% | +163.1% | -169.1% | -20.5% |
| 5Y | +23.5% | +49.5% | -26.0% | -8.8% |
| All | +182.8% | +144.2% | +38.6% | +70.1% |
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