+29.9%
PEP vs BBIO
+136.7%
-106.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.0% | -3.2% | +2.3% | -0.9% |
| 30D | -0.7% | -13.6% | +12.9% | -0.4% |
| 3M | -4.1% | +7.2% | -11.4% | -4.3% |
| 6M | -13.1% | +1.5% | -14.5% | -13.2% |
| YTD | -2.1% | -5.3% | +3.2% | -2.2% |
| 1Y | -1.7% | +37.7% | -39.4% | -2.6% |
| 3Y | -15.1% | +153.9% | -169.0% | -17.5% |
| 5Y | +3.1% | +43.9% | -40.8% | -1.3% |
| All | +29.9% | +136.7% | -106.8% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling