+124.3%
IR vs BBIO
+136.7%
-12.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.5% | -3.2% | -1.3% | -4.2% |
| 30D | -13.9% | -13.6% | -0.3% | -12.9% |
| 3M | -0.3% | +7.2% | -7.6% | -1.2% |
| 6M | -14.3% | +1.5% | -15.8% | -14.7% |
| YTD | -7.9% | -5.3% | -2.6% | -8.0% |
| 1Y | -9.9% | +37.7% | -47.6% | -13.0% |
| 3Y | +6.5% | +153.9% | -147.4% | -4.2% |
| 5Y | +34.0% | +43.9% | -9.8% | +11.0% |
| All | +124.3% | +136.7% | -12.3% | +60.7% |
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