+87.5%
LEN vs BBIO
+136.7%
-49.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -4.8% | -3.2% | -1.6% | -4.3% |
| 30D | -6.6% | -13.6% | +7.0% | -4.8% |
| 3M | -15.7% | +7.2% | -22.9% | -16.7% |
| 6M | -16.6% | +1.5% | -18.1% | -17.2% |
| YTD | -21.3% | -5.3% | -16.0% | -21.5% |
| 1Y | -42.0% | +37.7% | -79.8% | -45.1% |
| 3Y | -27.9% | +153.9% | -181.8% | -38.9% |
| 5Y | -10.7% | +43.9% | -54.6% | -34.1% |
| All | +87.5% | +136.7% | -49.2% | +11.7% |
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