-29.3%
ELF vs BBIO
+154.7%
-184.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -3.2% |
| 7D | -10.8% | -3.9% | -7.0% | -10.0% |
| 30D | +0.8% | -13.4% | +14.2% | +4.3% |
| 3M | +64.8% | +7.6% | +57.2% | +61.0% |
| 6M | +19.0% | -2.4% | +21.4% | +18.9% |
| YTD | +25.9% | -5.2% | +31.2% | +25.9% |
| 1Y | -28.8% | +36.9% | -65.7% | -34.7% |
| All | -29.3% | +154.7% | -184.0% | -47.1% |
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 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