+716.3%
FN vs BBIO
+144.5%
+571.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | -1.7% | -2.3% | +0.6% | -1.5% |
| 30D | -22.0% | -8.7% | -13.3% | -21.4% |
| 3M | -43.0% | +11.2% | -54.2% | -43.7% |
| 6M | -27.7% | +12.5% | -40.2% | -28.7% |
| YTD | -10.5% | -2.2% | -8.4% | -10.8% |
| 1Y | +12.5% | +44.4% | -31.9% | +7.9% |
| 3Y | +153.8% | +144.7% | +9.1% | +128.5% |
| 5Y | +288.0% | +45.0% | +243.0% | +222.8% |
| All | +716.3% | +144.5% | +571.8% | +470.9% |
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