+35.2%
LYFT vs BBIO
+154.4%
-119.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -8.4% | -3.2% | -5.2% | -7.7% |
| 30D | -7.6% | -13.6% | +6.0% | -4.2% |
| 3M | +11.7% | +7.2% | +4.5% | +8.9% |
| 6M | +15.1% | +1.5% | +13.6% | +13.4% |
| YTD | -20.9% | -5.3% | -15.6% | -21.4% |
| 1Y | -16.4% | +37.7% | -54.1% | -26.4% |
| 3Y | +35.2% | +153.9% | -118.7% | -12.5% |
| All | +35.2% | +154.4% | -119.2% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling