-13.4%
DOW vs BBIO
+136.9%
-150.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +1.2% |
| 7D | -2.4% | -3.9% | +1.5% | -2.1% |
| 30D | -4.1% | -13.4% | +9.3% | -2.9% |
| 3M | -12.4% | +7.6% | -20.0% | -13.2% |
| 6M | -10.6% | -2.4% | -8.2% | -10.9% |
| YTD | +31.1% | -5.2% | +36.3% | +30.6% |
| 1Y | +30.5% | +36.9% | -6.4% | +25.6% |
| 3Y | -34.4% | +155.2% | -189.6% | -41.1% |
| 5Y | -35.5% | +44.0% | -79.5% | -45.5% |
| All | -13.4% | +136.9% | -150.3% | -40.2% |
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