+198.5%
PBF vs BBIO
+136.9%
+61.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.5% | +1.4% |
| 7D | +2.3% | -3.9% | +6.2% | +2.8% |
| 30D | +11.6% | -13.4% | +24.9% | +13.6% |
| 3M | +81.7% | +7.6% | +74.2% | +79.2% |
| 6M | +96.4% | -2.4% | +98.9% | +95.1% |
| YTD | +189.5% | -5.2% | +194.7% | +187.3% |
| 1Y | +180.7% | +36.9% | +143.8% | +163.1% |
| 3Y | +56.6% | +155.2% | -98.6% | +28.9% |
| 5Y | +802.0% | +44.0% | +758.0% | +565.8% |
| All | +198.5% | +136.9% | +61.6% | +46.3% |
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