+858.1%
MOD vs BBIO
+155.8%
+702.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.2% | +27.7% | +27.8% |
| 7D | +40.4% | +5.4% | +35.0% | +39.6% |
| 30D | -14.0% | +20.6% | -34.6% | -16.1% |
| 3M | -33.3% | -3.6% | -29.8% | -33.3% |
| 6M | -51.4% | +14.1% | -65.5% | -52.5% |
| YTD | +1.6% | +2.4% | -0.8% | +0.2% |
| 1Y | +5.4% | +20.4% | -15.0% | +1.9% |
| 3Y | +191.0% | +184.5% | +6.5% | +150.8% |
| 5Y | +1,093.1% | +63.5% | +1,029.6% | +834.5% |
| All | +858.1% | +155.8% | +702.3% | +581.2% |
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