+68.6%
PL vs BBIO
+31.5%
+37.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.7% | +1.6% | -2.1% |
| 7D | -9.0% | -3.9% | -5.2% | -8.3% |
| 30D | -29.6% | -13.4% | -16.2% | -27.5% |
| 3M | -45.7% | +7.6% | -53.2% | -46.6% |
| 6M | -34.3% | -2.4% | -31.8% | -34.5% |
| YTD | -15.4% | -5.2% | -10.1% | -15.7% |
| 1Y | +86.1% | +36.9% | +49.2% | +71.4% |
| 3Y | +509.1% | +155.2% | +353.9% | +384.6% |
| 5Y | +68.3% | +44.0% | +24.3% | +4.9% |
| All | +68.6% | +31.5% | +37.1% | +5.2% |
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