+511.8%
GLW vs BBIO
+148.5%
+363.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.4% |
| 7D | +16.9% | -0.5% | +17.4% | +16.9% |
| 30D | +7.0% | -10.1% | +17.1% | +7.9% |
| 3M | -3.0% | +12.4% | -15.4% | -4.0% |
| 6M | +31.0% | +15.9% | +15.1% | +29.2% |
| YTD | +93.4% | -0.5% | +93.9% | +92.8% |
| 1Y | +134.7% | +42.2% | +92.5% | +127.0% |
| 3Y | +471.8% | +167.8% | +304.0% | +417.5% |
| 5Y | +394.5% | +49.6% | +344.9% | +319.0% |
| All | +511.8% | +148.5% | +363.3% | +350.2% |
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