-60.8%
EOSE vs BBIO
+85.6%
-146.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.8% | -3.2% | +5.0% | +2.5% |
| 30D | -6.8% | -13.6% | +6.8% | -4.0% |
| 3M | -36.3% | +7.2% | -43.5% | -37.4% |
| 6M | -38.8% | +1.5% | -40.2% | -39.1% |
| YTD | -65.5% | -5.3% | -60.2% | -65.3% |
| 1Y | -45.3% | +37.7% | -83.0% | -49.0% |
| 3Y | +44.2% | +153.9% | -109.7% | +11.1% |
| 5Y | -69.5% | +43.9% | -113.4% | -82.0% |
| All | -60.8% | +85.6% | -146.4% | -75.4% |
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 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