+123.0%
IBM vs BBIO
+42.7%
+80.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.6% | -3.2% | +6.8% | +3.7% |
| 30D | +3.1% | -13.6% | +16.7% | +3.5% |
| 3M | -10.8% | +7.2% | -18.1% | -11.1% |
| 6M | -0.8% | +1.5% | -2.3% | -0.9% |
| YTD | -16.2% | -5.3% | -10.9% | -16.2% |
| 1Y | -2.9% | +37.7% | -40.6% | -3.9% |
| 3Y | +79.8% | +153.9% | -74.1% | +74.2% |
| All | +123.0% | +42.7% | +80.3% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling