+156.3%
FFIV vs BBIO
+154.4%
+1.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +5.4% | -3.2% | +8.6% | +5.8% |
| 30D | -2.7% | -13.6% | +10.9% | -1.3% |
| 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% | +17.6% |
| 3Y | +156.3% | +153.9% | +2.4% | +124.8% |
| All | +156.3% | +154.4% | +1.8% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling