+291.7%
MSFT vs BBIO
+136.9%
+154.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.5% |
| 7D | -3.5% | -3.9% | +0.4% | -3.2% |
| 30D | -2.1% | -13.4% | +11.3% | -1.0% |
| 3M | +24.2% | +7.6% | +16.6% | +23.1% |
| 6M | +21.9% | -2.4% | +24.3% | +21.6% |
| YTD | +2.5% | -5.2% | +7.7% | +2.2% |
| 1Y | -0.8% | +36.9% | -37.7% | -4.1% |
| 3Y | +50.8% | +155.2% | -104.4% | +35.8% |
| 5Y | +73.5% | +44.0% | +29.5% | +42.3% |
| All | +291.7% | +136.9% | +154.8% | +173.3% |
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