+196.9%
DECK vs BBIO
+142.7%
+54.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +5.8% | -0.9% | +6.6% | +5.9% |
| 30D | +7.9% | +11.7% | -3.8% | +6.3% |
| 3M | -11.4% | -10.3% | -1.1% | -10.3% |
| 6M | -16.6% | +9.1% | -25.7% | -17.8% |
| YTD | -16.4% | -2.9% | -13.5% | -16.9% |
| 1Y | +8.6% | +18.4% | -9.8% | +5.1% |
| 3Y | -15.1% | +166.5% | -181.6% | -28.2% |
| 5Y | +22.9% | +39.1% | -16.2% | -7.7% |
| All | +196.9% | +142.7% | +54.2% | +78.5% |
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 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