+0.7%
FPS vs BBIO
-2.9%
+3.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.7% | -1.1% | -4.3% |
| 7D | -4.6% | -3.9% | -0.7% | -3.4% |
| 30D | -22.6% | -13.4% | -9.2% | -19.1% |
| 3M | -45.1% | +7.6% | -52.7% | -47.3% |
| 6M | -17.8% | -2.4% | -15.4% | -18.4% |
| All | +0.7% | -2.9% | +3.6% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling