+264.2%
ESI vs BBIO
+136.7%
+127.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.6% | -3.2% | -1.4% | -4.2% |
| 30D | -10.5% | -13.6% | +3.1% | -8.9% |
| 3M | -19.8% | +7.2% | -27.0% | -20.6% |
| 6M | +5.8% | +1.5% | +4.3% | +5.4% |
| YTD | +38.3% | -5.3% | +43.6% | +38.5% |
| 1Y | +31.5% | +37.7% | -6.2% | +25.5% |
| 3Y | +80.7% | +153.9% | -73.2% | +56.5% |
| 5Y | +69.4% | +43.9% | +25.6% | +32.7% |
| All | +264.2% | +136.7% | +127.5% | +123.3% |
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