-21.3%
DIS vs BBIO
+144.2%
-165.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.1% | -2.4% | +1.3% | -0.9% |
| 30D | +0.1% | -11.5% | +11.6% | +1.1% |
| 3M | +7.1% | +11.0% | -3.9% | +5.9% |
| 6M | +4.3% | +14.4% | -10.1% | +2.7% |
| YTD | -6.9% | -2.3% | -4.7% | -7.4% |
| 1Y | -10.3% | +37.7% | -48.0% | -13.4% |
| 3Y | +32.8% | +163.1% | -130.3% | +18.8% |
| 5Y | -41.5% | +49.5% | -91.0% | -52.4% |
| All | -21.3% | +144.2% | -165.5% | -44.5% |
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 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