+112.8%
FICO vs BBIO
+40.9%
+71.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -1.8% |
| 7D | -14.1% | -3.9% | -10.3% | -13.8% |
| 30D | -7.5% | -13.4% | +5.9% | -6.2% |
| 3M | -21.3% | +7.6% | -28.8% | -21.9% |
| 6M | -25.2% | -2.4% | -22.8% | -25.2% |
| YTD | -43.2% | -5.2% | -38.0% | -43.2% |
| 1Y | -37.2% | +36.9% | -74.1% | -39.6% |
| 3Y | +6.8% | +155.2% | -148.4% | -5.5% |
| 5Y | +112.8% | +44.0% | +68.8% | +56.8% |
| All | +112.8% | +40.9% | +71.9% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling