-53.4%
S vs BBIO
+18.8%
-72.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +2.8% |
| 7D | +0.1% | -3.9% | +3.9% | +0.7% |
| 30D | -11.8% | -13.4% | +1.6% | -9.5% |
| 3M | +33.9% | +7.6% | +26.4% | +31.8% |
| 6M | +40.1% | -2.4% | +42.5% | +40.1% |
| YTD | +32.1% | -5.2% | +37.3% | +31.9% |
| 1Y | +11.0% | +36.9% | -25.9% | +3.0% |
| 3Y | +16.9% | +155.2% | -138.2% | -6.9% |
| 5Y | -68.9% | +44.0% | -112.9% | -83.2% |
| All | -53.4% | +18.8% | -72.2% | -74.3% |
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