-35.8%
EFX vs BBIO
+42.7%
-78.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.5% | -3.2% | -1.3% | -4.3% |
| 30D | -6.1% | -13.6% | +7.5% | -4.9% |
| 3M | +6.2% | +7.2% | -1.0% | +5.3% |
| 6M | -11.2% | +1.5% | -12.7% | -11.6% |
| YTD | -21.4% | -5.3% | -16.1% | -21.6% |
| 1Y | -34.3% | +37.7% | -72.0% | -36.9% |
| 3Y | -12.5% | +153.9% | -166.4% | -21.8% |
| All | -35.8% | +42.7% | -78.5% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling