+268.7%
FERG vs BBIO
+136.7%
+132.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.6% | -3.2% | +0.6% | -2.4% |
| 30D | -8.9% | -13.6% | +4.7% | -8.2% |
| 3M | -2.0% | +7.2% | -9.3% | -2.5% |
| 6M | -3.2% | +1.5% | -4.7% | -3.4% |
| YTD | +1.5% | -5.3% | +6.8% | +1.4% |
| 1Y | +0.5% | +37.7% | -37.2% | -1.6% |
| 3Y | +50.4% | +153.9% | -103.5% | +41.9% |
| 5Y | +68.7% | +43.9% | +24.8% | +47.3% |
| All | +268.7% | +136.7% | +132.0% | +237.7% |
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