+504.3%
GLW vs BBIO
+136.7%
+367.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +7.8% | -3.2% | +11.0% | +8.2% |
| 30D | -0.4% | -13.6% | +13.2% | +0.8% |
| 3M | -5.6% | +7.2% | -12.8% | -6.2% |
| 6M | +26.7% | +1.5% | +25.3% | +26.4% |
| YTD | +91.0% | -5.3% | +96.3% | +91.2% |
| 1Y | +122.4% | +37.7% | +84.7% | +115.7% |
| 3Y | +471.0% | +153.9% | +317.1% | +419.1% |
| 5Y | +385.6% | +43.9% | +341.8% | +312.7% |
| All | +504.3% | +136.7% | +367.7% | +346.6% |
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 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