+37.1%
EWZ vs BBIO
+144.2%
-107.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +5.6% | -2.4% | +7.9% | +5.8% |
| 30D | +9.3% | -11.5% | +20.8% | +10.4% |
| 3M | +15.7% | +11.0% | +4.7% | +14.4% |
| 6M | +7.4% | +14.4% | -6.9% | +5.8% |
| YTD | +22.7% | -2.3% | +24.9% | +22.2% |
| 1Y | +36.4% | +37.7% | -1.3% | +31.6% |
| 3Y | +50.4% | +163.1% | -112.8% | +34.0% |
| 5Y | +67.6% | +49.5% | +18.1% | +39.0% |
| All | +37.1% | +144.2% | -107.1% | -8.9% |
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