-39.9%
LUMN vs BBIO
+42.7%
-82.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.5% | -3.2% | +5.7% | +2.9% |
| 30D | +10.3% | -13.6% | +23.9% | +12.0% |
| 3M | -18.3% | +7.2% | -25.5% | -19.1% |
| 6M | +4.4% | +1.5% | +2.9% | +3.8% |
| YTD | -10.7% | -5.3% | -5.4% | -10.5% |
| 1Y | +14.0% | +37.7% | -23.8% | +10.1% |
| 3Y | +406.6% | +153.9% | +252.7% | +358.3% |
| All | -39.9% | +42.7% | -82.7% | -50.0% |
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 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