+15.9%
LYB vs BBIO
+136.7%
-120.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -3.2% | +3.5% | +0.5% |
| 30D | +2.5% | -13.6% | +16.1% | +3.7% |
| 3M | +1.4% | +7.2% | -5.9% | +0.5% |
| 6M | -3.5% | +1.5% | -5.0% | -4.1% |
| YTD | +52.0% | -5.3% | +57.3% | +51.4% |
| 1Y | +22.1% | +37.7% | -15.7% | +17.4% |
| 3Y | -22.8% | +153.9% | -176.7% | -31.0% |
| 5Y | -3.4% | +43.9% | -47.2% | -18.9% |
| All | +15.9% | +136.7% | -120.8% | -20.6% |
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