+274.0%
PR vs BBIO
+136.9%
+137.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +1.1% |
| 7D | -0.2% | -3.9% | +3.7% | +0.4% |
| 30D | +10.4% | -13.4% | +23.8% | +12.9% |
| 3M | +21.1% | +7.6% | +13.6% | +19.2% |
| 6M | +28.8% | -2.4% | +31.2% | +28.0% |
| YTD | +71.8% | -5.2% | +77.0% | +70.6% |
| 1Y | +73.3% | +36.9% | +36.4% | +61.2% |
| 3Y | +85.9% | +155.2% | -69.3% | +48.7% |
| 5Y | +421.8% | +44.0% | +377.8% | +261.2% |
| All | +274.0% | +136.9% | +137.2% | +70.9% |
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 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