+95.9%
F vs BBIO
+136.7%
-40.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -4.4% | -3.2% | -1.2% | -4.2% |
| 30D | +1.0% | -13.6% | +14.6% | +2.4% |
| 3M | -4.0% | +7.2% | -11.2% | -4.9% |
| 6M | +18.1% | +1.5% | +16.6% | +17.5% |
| YTD | +10.2% | -5.3% | +15.5% | +10.0% |
| 1Y | +24.3% | +37.7% | -13.4% | +19.4% |
| 3Y | +38.1% | +153.9% | -115.8% | +22.3% |
| 5Y | +50.2% | +43.9% | +6.4% | +19.5% |
| All | +95.9% | +136.7% | -40.7% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling