-13.6%
PEP vs BBIO
+16.7%
-30.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.1% |
| 7D | -1.7% | -0.5% | -1.1% | -1.7% |
| 30D | +0.3% | -10.1% | +10.5% | -0.4% |
| 3M | -3.2% | +12.4% | -15.7% | -2.9% |
| 6M | -13.6% | +15.9% | -29.5% | -13.4% |
| All | -13.6% | +16.7% | -30.3% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling