-0.8%
MSFT vs BBIO
+44.0%
-44.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -2.0% |
| 7D | -2.7% | -2.3% | -0.4% | -2.6% |
| 30D | +2.7% | -8.7% | +11.4% | +3.0% |
| 3M | +17.0% | +11.2% | +5.8% | +15.5% |
| 6M | +23.8% | +12.5% | +11.3% | +21.9% |
| YTD | +4.0% | -2.2% | +6.1% | +3.2% |
| 1Y | -0.8% | +44.4% | -45.2% | -3.8% |
| All | -0.8% | +44.0% | -44.8% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling