+634.1%
ELF vs BBIO
+144.2%
+489.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -1.2% | -2.4% | +1.2% | -0.8% |
| 30D | +5.9% | -11.5% | +17.4% | +7.7% |
| 3M | +99.5% | +11.0% | +88.6% | +96.1% |
| 6M | +26.5% | +14.4% | +12.1% | +23.7% |
| YTD | +37.2% | -2.3% | +39.4% | +36.8% |
| 1Y | -24.4% | +37.7% | -62.1% | -28.3% |
| 3Y | -23.3% | +163.1% | -186.5% | -34.9% |
| 5Y | +245.2% | +49.5% | +195.7% | +158.8% |
| All | +634.1% | +144.2% | +489.8% | +352.3% |
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