+178.6%
FFIV vs BBIO
+136.9%
+41.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | -1.1% |
| 7D | +1.6% | -3.9% | +5.5% | +2.0% |
| 30D | -3.7% | -13.4% | +9.6% | -2.6% |
| 3M | +2.0% | +7.6% | -5.6% | +1.2% |
| 6M | +39.3% | -2.4% | +41.7% | +39.2% |
| YTD | +56.1% | -5.2% | +61.3% | +55.9% |
| 1Y | +22.0% | +36.9% | -14.9% | +17.7% |
| 3Y | +148.2% | +155.2% | -7.0% | +122.3% |
| 5Y | +96.3% | +44.0% | +52.3% | +59.5% |
| All | +178.6% | +136.9% | +41.7% | +88.4% |
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