-1.8%
RMBS vs BBIO
+36.5%
-38.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.8% | -3.2% | +5.0% | +3.2% |
| 30D | -13.9% | -13.6% | -0.3% | -8.5% |
| 3M | -39.8% | +7.2% | -47.0% | -42.3% |
| 6M | -6.0% | +1.5% | -7.5% | -7.2% |
| YTD | -5.4% | -5.3% | -0.1% | -5.3% |
| 1Y | -1.8% | +37.7% | -39.5% | -21.5% |
| All | -1.8% | +36.5% | -38.3% | -21.5% |
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