+61.5%
GNRC vs BBIO
+154.4%
-92.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.2% | -3.2% | +3.0% | +0.5% |
| 30D | -15.7% | -13.6% | -2.1% | -13.3% |
| 3M | -27.3% | +7.2% | -34.6% | -28.7% |
| 6M | -12.1% | +1.5% | -13.5% | -12.9% |
| YTD | +37.1% | -5.3% | +42.4% | +36.7% |
| 1Y | -0.5% | +37.7% | -38.2% | -8.3% |
| 3Y | +61.5% | +153.9% | -92.4% | +20.0% |
| All | +61.5% | +154.4% | -92.9% | +20.0% |
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 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