+618.8%
RMBS vs BBIO
+136.7%
+482.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.8% | -3.2% | +5.0% | +2.2% |
| 30D | -13.9% | -13.6% | -0.3% | -12.3% |
| 3M | -39.8% | +7.2% | -47.0% | -40.4% |
| 6M | -6.0% | +1.5% | -7.5% | -6.2% |
| YTD | -5.4% | -5.3% | -0.1% | -5.0% |
| 1Y | -1.8% | +37.7% | -39.5% | -5.7% |
| 3Y | +53.7% | +153.9% | -100.3% | +35.5% |
| 5Y | +268.5% | +43.9% | +224.6% | +192.3% |
| All | +618.8% | +136.7% | +482.1% | +406.8% |
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