+50.1%
MSFT vs BBIO
+154.4%
-104.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.8% | -3.2% | +2.4% | -0.6% |
| 30D | +0.8% | -13.6% | +14.4% | +1.9% |
| 3M | +27.2% | +7.2% | +20.0% | +26.0% |
| 6M | +22.9% | +1.5% | +21.4% | +22.1% |
| YTD | +3.1% | -5.3% | +8.4% | +2.8% |
| 1Y | -0.3% | +37.7% | -38.0% | -3.9% |
| 3Y | +50.1% | +153.9% | -103.8% | +37.5% |
| All | +50.1% | +154.4% | -104.3% | +37.5% |
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