+71.9%
SAP vs BBIO
+136.7%
-64.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.1% | -3.2% | -0.9% | -3.8% |
| 30D | +1.1% | -13.6% | +14.7% | +2.2% |
| 3M | +26.1% | +7.2% | +18.9% | +25.2% |
| 6M | +9.8% | +1.5% | +8.3% | +9.3% |
| YTD | -13.6% | -5.3% | -8.3% | -13.7% |
| 1Y | -18.7% | +37.7% | -56.4% | -21.4% |
| 3Y | +54.1% | +153.9% | -99.8% | +38.9% |
| 5Y | +54.7% | +43.9% | +10.9% | +26.6% |
| All | +71.9% | +136.7% | -64.8% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling