-63.2%
FIS vs BBIO
+136.7%
-199.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -7.9% | -3.2% | -4.7% | -7.7% |
| 30D | -8.0% | -13.6% | +5.6% | -7.0% |
| 3M | +0.6% | +7.2% | -6.6% | -0.1% |
| 6M | -22.2% | +1.5% | -23.7% | -22.5% |
| YTD | -40.8% | -5.3% | -35.5% | -40.9% |
| 1Y | -41.5% | +37.7% | -79.2% | -43.5% |
| 3Y | -25.5% | +153.9% | -179.4% | -32.7% |
| 5Y | -64.8% | +43.9% | -108.6% | -70.5% |
| All | -63.2% | +136.7% | -199.9% | -74.5% |
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