+50.3%
PPL vs BBIO
+144.2%
-93.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.8% | -2.4% | +4.1% | +1.9% |
| 30D | -1.1% | -11.5% | +10.4% | -0.6% |
| 3M | 0.0% | +11.0% | -10.9% | -0.4% |
| 6M | -7.6% | +14.4% | -22.0% | -8.2% |
| YTD | +1.7% | -2.3% | +4.0% | +1.5% |
| 1Y | +1.5% | +37.7% | -36.2% | -0.2% |
| 3Y | +55.3% | +163.1% | -107.9% | +47.2% |
| 5Y | +37.7% | +49.5% | -11.8% | +26.2% |
| All | +50.3% | +144.2% | -93.9% | +25.6% |
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