+226.2%
FICO vs BBIO
+136.7%
+89.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +5.7% | -3.2% | +8.9% | +6.2% |
| 30D | -5.6% | -13.6% | +8.0% | -3.8% |
| 3M | -16.9% | +7.2% | -24.1% | -17.8% |
| 6M | -15.4% | +1.5% | -16.9% | -15.9% |
| YTD | -41.7% | -5.3% | -36.4% | -41.8% |
| 1Y | -38.3% | +37.7% | -76.0% | -41.7% |
| 3Y | +8.9% | +153.9% | -145.0% | -9.0% |
| 5Y | +118.3% | +43.9% | +74.4% | +59.1% |
| All | +226.2% | +136.7% | +89.5% | +77.6% |
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