-41.8%
EL vs BBIO
+136.9%
-178.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -1.8% |
| 7D | -4.4% | -3.9% | -0.5% | -4.0% |
| 30D | +10.3% | -13.4% | +23.7% | +12.0% |
| 3M | +13.4% | +7.6% | +5.8% | +12.2% |
| 6M | +3.1% | -2.4% | +5.5% | +3.0% |
| YTD | -6.9% | -5.2% | -1.7% | -6.7% |
| 1Y | +11.9% | +36.9% | -25.0% | +8.0% |
| 3Y | -33.8% | +155.2% | -189.0% | -41.2% |
| 5Y | -69.0% | +44.0% | -113.0% | -75.2% |
| All | -41.8% | +136.9% | -178.7% | -58.7% |
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