+65.1%
HUM vs BBIO
+136.7%
-71.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +2.1% | -3.2% | +5.3% | +2.2% |
| 30D | +5.4% | -13.6% | +19.0% | +6.2% |
| 3M | +11.4% | +7.2% | +4.2% | +10.9% |
| 6M | +141.5% | +1.5% | +140.0% | +141.0% |
| YTD | +61.2% | -5.3% | +66.5% | +61.0% |
| 1Y | +49.2% | +37.7% | +11.4% | +45.8% |
| 3Y | -9.0% | +153.9% | -162.9% | -14.8% |
| 5Y | +7.2% | +43.9% | -36.7% | -3.1% |
| All | +65.1% | +136.7% | -71.6% | +23.7% |
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