-63.3%
FIS vs BBIO
+136.9%
-200.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.7% | +5.9% | +1.5% |
| 7D | -8.9% | -3.9% | -5.0% | -8.6% |
| 30D | -9.9% | -13.4% | +3.5% | -9.0% |
| 3M | 0.0% | +7.6% | -7.6% | -0.8% |
| 6M | -22.9% | -2.4% | -20.4% | -23.0% |
| YTD | -40.9% | -5.2% | -35.7% | -41.0% |
| 1Y | -40.4% | +36.9% | -77.3% | -42.4% |
| 3Y | -25.4% | +155.2% | -180.5% | -32.6% |
| 5Y | -64.8% | +44.0% | -108.8% | -70.5% |
| All | -63.3% | +136.9% | -200.1% | -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 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