+199.9%
ROK vs BBIO
+136.7%
+63.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -1.2% | -3.2% | +2.0% | -1.0% |
| 30D | -4.8% | -13.6% | +8.8% | -3.6% |
| 3M | -6.1% | +7.2% | -13.3% | -6.9% |
| 6M | +15.5% | +1.5% | +14.0% | +14.9% |
| YTD | +11.2% | -5.3% | +16.5% | +11.0% |
| 1Y | +23.8% | +37.7% | -13.9% | +19.3% |
| 3Y | +53.1% | +153.9% | -100.8% | +37.2% |
| 5Y | +48.3% | +43.9% | +4.4% | +21.6% |
| All | +199.9% | +136.7% | +63.3% | +111.3% |
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