+148.5%
MO vs BBIO
+136.7%
+11.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -3.2% | +3.4% | +0.2% |
| 30D | +7.1% | -13.6% | +20.7% | +7.5% |
| 3M | -2.0% | +7.2% | -9.2% | -2.2% |
| 6M | +7.3% | +1.5% | +5.8% | +7.1% |
| YTD | +23.5% | -5.3% | +28.8% | +23.4% |
| 1Y | +11.0% | +37.7% | -26.7% | +9.9% |
| 3Y | +95.0% | +153.9% | -58.9% | +88.6% |
| 5Y | +100.6% | +43.9% | +56.8% | +91.7% |
| All | +148.5% | +136.7% | +11.8% | +118.6% |
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