-1.8%
FDS vs BBIO
+136.7%
-138.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -14.0% | -3.2% | -10.8% | -13.8% |
| 30D | -6.2% | -13.6% | +7.4% | -5.3% |
| 3M | +10.2% | +7.2% | +2.9% | +9.5% |
| 6M | +27.4% | +1.5% | +26.0% | +26.9% |
| YTD | -9.3% | -5.3% | -4.0% | -9.4% |
| 1Y | -28.6% | +37.7% | -66.4% | -30.7% |
| 3Y | -36.8% | +153.9% | -190.7% | -42.3% |
| 5Y | -28.6% | +43.9% | -72.5% | -39.4% |
| All | -1.8% | +136.7% | -138.5% | -30.5% |
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