+30.2%
PEP vs BBIO
+148.5%
-118.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.3% |
| 7D | -1.7% | -0.5% | -1.1% | -1.7% |
| 30D | +0.3% | -10.1% | +10.5% | +0.5% |
| 3M | -3.2% | +12.4% | -15.7% | -3.5% |
| 6M | -13.6% | +15.9% | -29.5% | -13.9% |
| YTD | -1.9% | -0.5% | -1.3% | -2.0% |
| 1Y | -0.6% | +42.2% | -42.8% | -1.6% |
| 3Y | -13.6% | +167.8% | -181.4% | -16.1% |
| 5Y | +3.2% | +49.6% | -46.3% | -1.3% |
| All | +30.2% | +148.5% | -118.3% | +16.9% |
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