+47.3%
PPL vs BBIO
+136.7%
-89.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.1% | -3.2% | +1.1% | -2.0% |
| 30D | -3.1% | -13.6% | +10.5% | -2.6% |
| 3M | -3.1% | +7.2% | -10.3% | -3.4% |
| 6M | -8.0% | +1.5% | -9.4% | -8.2% |
| YTD | -0.3% | -5.3% | +4.9% | -0.4% |
| 1Y | -2.2% | +37.7% | -39.9% | -3.8% |
| 3Y | +50.4% | +153.9% | -103.5% | +42.7% |
| 5Y | +36.9% | +43.9% | -7.0% | +25.6% |
| All | +47.3% | +136.7% | -89.4% | +23.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling