+124.8%
IR vs BBIO
+136.9%
-12.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.3% |
| 7D | -3.1% | -3.9% | +0.8% | -2.7% |
| 30D | -14.0% | -13.4% | -0.6% | -13.0% |
| 3M | +3.7% | +7.6% | -3.8% | +2.8% |
| 6M | -15.4% | -2.4% | -12.9% | -15.4% |
| YTD | -7.7% | -5.2% | -2.5% | -7.8% |
| 1Y | -8.8% | +36.9% | -45.7% | -11.9% |
| 3Y | +5.6% | +155.2% | -149.6% | -5.1% |
| 5Y | +34.3% | +44.0% | -9.7% | +11.3% |
| All | +124.8% | +136.9% | -12.0% | +61.0% |
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