+161.6%
FITB vs BBIO
+136.9%
+24.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +1.0% |
| 7D | -1.0% | -3.9% | +2.9% | -0.5% |
| 30D | -5.5% | -13.4% | +7.9% | -3.9% |
| 3M | +4.1% | +7.6% | -3.4% | +2.9% |
| 6M | +18.7% | -2.4% | +21.2% | +18.5% |
| YTD | +18.2% | -5.2% | +23.4% | +17.8% |
| 1Y | +23.7% | +36.9% | -13.2% | +17.3% |
| 3Y | +130.8% | +155.2% | -24.4% | +96.6% |
| 5Y | +69.8% | +44.0% | +25.8% | +31.8% |
| All | +161.6% | +136.9% | +24.7% | +50.6% |
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 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