+187.8%
FFIV vs BBIO
+136.7%
+51.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +5.4% | -3.2% | +8.6% | +5.7% |
| 30D | -2.7% | -13.6% | +10.9% | -1.5% |
| 3M | +4.5% | +7.2% | -2.7% | +3.8% |
| 6M | +42.2% | +1.5% | +40.7% | +41.7% |
| YTD | +61.3% | -5.3% | +66.6% | +61.1% |
| 1Y | +23.0% | +37.7% | -14.7% | +18.6% |
| 3Y | +156.3% | +153.9% | +2.4% | +129.6% |
| 5Y | +102.9% | +43.9% | +59.0% | +64.8% |
| All | +187.8% | +136.7% | +51.2% | +94.7% |
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 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