-35.8%
RMBS vs BBIO
+21.0%
-56.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.6% | -11.3% | -14.3% |
| 7D | -23.4% | +5.0% | -28.4% | -24.7% |
| 30D | -38.9% | +10.9% | -49.8% | -41.2% |
| 3M | -28.4% | -9.4% | -19.0% | -25.8% |
| 6M | -40.9% | +8.0% | -48.9% | -43.4% |
| YTD | -24.2% | -2.9% | -21.3% | -25.6% |
| 1Y | -35.8% | +18.5% | -54.4% | -43.0% |
| All | -35.8% | +21.0% | -56.9% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling