+129.3%
RCL vs BBIO
+148.5%
-19.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.1% |
| 7D | -2.2% | -0.5% | -1.6% | -2.1% |
| 30D | -15.7% | -10.1% | -5.5% | -14.0% |
| 3M | -8.0% | +12.4% | -20.4% | -10.4% |
| 6M | -10.1% | +15.9% | -26.0% | -13.3% |
| YTD | -5.9% | -0.5% | -5.4% | -6.8% |
| 1Y | -23.5% | +42.2% | -65.7% | -29.6% |
| 3Y | +174.4% | +167.8% | +6.6% | +112.6% |
| 5Y | +227.1% | +49.6% | +177.6% | +111.8% |
| All | +129.3% | +148.5% | -19.3% | +10.7% |
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