-4.1%
REPL vs BBIO
+136.9%
-141.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.7% | -3.7% | -7.5% |
| 7D | -13.4% | -3.9% | -9.5% | -12.7% |
| 30D | -3.0% | -13.4% | +10.4% | -0.3% |
| 3M | +56.3% | +7.6% | +48.8% | +52.9% |
| 6M | +60.9% | -2.4% | +63.3% | +57.0% |
| YTD | +36.2% | -5.2% | +41.4% | +32.7% |
| 1Y | +121.0% | +36.9% | +84.1% | +98.6% |
| 3Y | -32.8% | +155.2% | -188.0% | -48.2% |
| 5Y | -58.7% | +44.0% | -102.6% | -74.1% |
| All | -4.1% | +136.9% | -141.0% | -51.2% |
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 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