+237.7%
RL vs BBIO
+148.5%
+89.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -3.5% |
| 7D | -0.3% | -0.5% | +0.3% | -0.2% |
| 30D | -17.5% | -10.1% | -7.4% | -16.5% |
| 3M | -14.0% | +12.4% | -26.4% | -15.3% |
| 6M | -2.0% | +15.9% | -17.9% | -4.0% |
| YTD | -4.6% | -0.5% | -4.1% | -5.1% |
| 1Y | +9.5% | +42.2% | -32.7% | +4.3% |
| 3Y | +200.5% | +167.8% | +32.7% | +160.0% |
| 5Y | +226.3% | +49.6% | +176.7% | +150.7% |
| All | +237.7% | +148.5% | +89.2% | +119.8% |
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