+66.2%
ROKU vs BBIO
+136.7%
-70.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.4% | -3.2% | +2.8% | +0.3% |
| 30D | +2.1% | -13.6% | +15.7% | +5.3% |
| 3M | +29.5% | +7.2% | +22.3% | +26.6% |
| 6M | +53.8% | +1.5% | +52.3% | +51.7% |
| YTD | +42.8% | -5.3% | +48.1% | +42.1% |
| 1Y | +60.7% | +37.7% | +23.0% | +45.7% |
| 3Y | +83.9% | +153.9% | -70.0% | +39.1% |
| 5Y | -52.8% | +43.9% | -96.7% | -72.2% |
| All | +66.2% | +136.7% | -70.5% | -12.4% |
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