+475.1%
MULL vs BBIO
+26.8%
+448.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.2% | -19.0% | -16.2% |
| 7D | -35.9% | +10.0% | -45.9% | -39.4% |
| 30D | -47.3% | +17.8% | -65.1% | -52.0% |
| 3M | -30.6% | -5.1% | -25.5% | -29.6% |
| 6M | +13.7% | +12.9% | +0.8% | +5.7% |
| YTD | +272.1% | +1.8% | +270.3% | +271.7% |
| 1Y | +475.1% | +26.9% | +448.1% | +317.3% |
| All | +475.1% | +26.8% | +448.3% | +317.3% |
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 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