+16.4%
EMB vs BBIO
+136.9%
-120.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.6% |
| 7D | -1.1% | -3.9% | +2.8% | -0.9% |
| 30D | -1.1% | -13.4% | +12.3% | -0.5% |
| 3M | -0.8% | +7.6% | -8.3% | -1.1% |
| 6M | -0.1% | -2.4% | +2.4% | -0.1% |
| YTD | +0.4% | -5.2% | +5.7% | +0.4% |
| 1Y | +3.3% | +36.9% | -33.6% | +1.5% |
| 3Y | +29.0% | +155.2% | -126.2% | +22.3% |
| 5Y | +6.3% | +44.0% | -37.7% | -3.2% |
| All | +16.4% | +136.9% | -120.5% | -3.6% |
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