+524.3%
MS vs BBIO
+144.5%
+379.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | +1.4% | -2.3% | +3.7% | +1.6% |
| 30D | -0.3% | -8.7% | +8.5% | +0.6% |
| 3M | +0.3% | +11.2% | -10.9% | -0.9% |
| 6M | +31.3% | +12.5% | +18.9% | +29.3% |
| YTD | +24.7% | -2.2% | +26.8% | +24.1% |
| 1Y | +47.9% | +44.4% | +3.5% | +41.2% |
| 3Y | +178.3% | +144.7% | +33.6% | +146.4% |
| 5Y | +144.9% | +45.0% | +99.9% | +98.8% |
| All | +524.3% | +144.5% | +379.8% | +308.0% |
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 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