+117.6%
NYT vs BBIO
+136.7%
-19.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.6% | -3.2% | +2.6% | -0.4% |
| 30D | +4.6% | -13.6% | +18.2% | +5.6% |
| 3M | -9.6% | +7.2% | -16.8% | -10.2% |
| 6M | -14.0% | +1.5% | -15.5% | -14.3% |
| YTD | -2.8% | -5.3% | +2.5% | -3.0% |
| 1Y | +15.6% | +37.7% | -22.1% | +11.9% |
| 3Y | +56.3% | +153.9% | -97.6% | +41.2% |
| 5Y | +39.5% | +43.9% | -4.4% | +14.5% |
| All | +117.6% | +136.7% | -19.0% | +59.3% |
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