+117.8%
FHN vs BBIO
+136.7%
-18.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.2% | -3.2% | +2.0% | -0.9% |
| 30D | -4.8% | -13.6% | +8.8% | -3.5% |
| 3M | -0.7% | +7.2% | -8.0% | -1.7% |
| 6M | +10.6% | +1.5% | +9.1% | +10.0% |
| YTD | +4.6% | -5.3% | +9.9% | +4.4% |
| 1Y | +11.4% | +37.7% | -26.4% | +6.7% |
| 3Y | +132.3% | +153.9% | -21.7% | +104.8% |
| 5Y | +90.2% | +43.9% | +46.3% | +58.9% |
| All | +117.8% | +136.7% | -18.8% | +41.1% |
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