+1,427.1%
GME vs BBIO
+136.7%
+1,290.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +10.4% | -3.2% | +13.6% | +10.9% |
| 30D | +14.1% | -13.6% | +27.7% | +16.5% |
| 3M | -4.6% | +7.2% | -11.9% | -5.9% |
| 6M | -13.5% | +1.5% | -15.0% | -14.2% |
| YTD | +5.3% | -5.3% | +10.6% | +4.9% |
| 1Y | -14.9% | +37.7% | -52.6% | -20.2% |
| 3Y | +24.3% | +153.9% | -129.6% | +3.0% |
| 5Y | -55.6% | +43.9% | -99.4% | -71.0% |
| All | +1,427.1% | +136.7% | +1,290.4% | +745.0% |
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