+46.3%
FE vs BBIO
+148.5%
-102.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | -0.2% | -0.5% | +0.4% | -0.2% |
| 30D | -1.2% | -10.1% | +9.0% | -0.7% |
| 3M | +1.7% | +12.4% | -10.8% | +1.0% |
| 6M | -7.5% | +15.9% | -23.4% | -8.3% |
| YTD | +6.3% | -0.5% | +6.9% | +6.0% |
| 1Y | +10.9% | +42.2% | -31.4% | +8.6% |
| 3Y | +46.9% | +167.8% | -120.9% | +37.9% |
| 5Y | +47.6% | +49.6% | -1.9% | +34.7% |
| All | +46.3% | +148.5% | -102.2% | +19.2% |
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