+164.4%
ECHO vs BBIO
+136.9%
+27.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +1.1% |
| 7D | +2.3% | -3.9% | +6.2% | +2.7% |
| 30D | +4.4% | -13.4% | +17.8% | +6.0% |
| 3M | -20.3% | +7.6% | -27.9% | -21.1% |
| 6M | -15.3% | -2.4% | -12.9% | -15.4% |
| YTD | -15.5% | -5.2% | -10.3% | -15.6% |
| 1Y | +15.0% | +36.9% | -21.9% | +9.9% |
| 3Y | +409.1% | +155.2% | +254.0% | +348.2% |
| 5Y | +260.6% | +44.0% | +216.6% | +195.7% |
| All | +164.4% | +136.9% | +27.6% | +74.1% |
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