+423.0%
ECHO vs BBIO
+154.4%
+268.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +3.7% | -3.2% | +6.9% | +4.5% |
| 30D | +0.7% | -13.6% | +14.3% | +4.1% |
| 3M | -27.3% | +7.2% | -34.5% | -28.8% |
| 6M | -17.0% | +1.5% | -18.4% | -18.0% |
| YTD | -14.3% | -5.3% | -9.0% | -14.6% |
| 1Y | +20.9% | +37.7% | -16.8% | +8.2% |
| 3Y | +423.0% | +153.9% | +269.1% | +251.5% |
| All | +423.0% | +154.4% | +268.5% | +251.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling