+24.3%
GME vs BBIO
+154.4%
-130.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +10.4% | -3.2% | +13.6% | +11.0% |
| 30D | +14.1% | -13.6% | +27.7% | +17.1% |
| 3M | -4.6% | +7.2% | -11.9% | -6.3% |
| 6M | -13.5% | +1.5% | -15.0% | -14.5% |
| YTD | +5.3% | -5.3% | +10.6% | +4.8% |
| 1Y | -14.9% | +37.7% | -52.6% | -22.6% |
| 3Y | +24.3% | +153.9% | -129.6% | -10.8% |
| All | +24.3% | +154.4% | -130.2% | -10.8% |
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