+35.1%
DPZ vs BBIO
+155.8%
-120.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +2.2% | +5.4% | -3.2% | +1.9% |
| 30D | +15.5% | +20.6% | -5.1% | +14.3% |
| 3M | -2.0% | -3.6% | +1.6% | -1.9% |
| 6M | +12.1% | +14.1% | -2.0% | +11.0% |
| YTD | -16.6% | +2.4% | -18.9% | -17.1% |
| 1Y | -14.6% | +20.4% | -34.9% | -16.0% |
| 3Y | -4.1% | +184.5% | -188.7% | -11.6% |
| 5Y | -28.3% | +63.5% | -91.8% | -38.9% |
| All | +35.1% | +155.8% | -120.7% | +2.9% |
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