-0.1%
ES vs BBIO
+26.8%
-27.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +1.8% |
| 7D | +5.3% | +10.0% | -4.7% | +4.9% |
| 30D | +8.9% | +17.8% | -8.8% | +8.2% |
| 3M | -1.9% | -5.1% | +3.2% | -1.8% |
| 6M | +3.9% | +12.9% | -9.0% | +3.3% |
| YTD | +8.3% | +1.8% | +6.4% | +7.9% |
| 1Y | -0.1% | +26.9% | -27.1% | -6.1% |
| All | -0.1% | +26.8% | -27.0% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling