+288.0%
SGI vs BBIO
+136.9%
+151.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.7% | +1.6% | -2.3% |
| 7D | -4.9% | -3.9% | -1.0% | -4.3% |
| 30D | +1.6% | -13.4% | +15.0% | +4.1% |
| 3M | -3.2% | +7.6% | -10.7% | -4.7% |
| 6M | -16.0% | -2.4% | -13.6% | -16.0% |
| YTD | -25.4% | -5.2% | -20.2% | -25.6% |
| 1Y | -21.6% | +36.9% | -58.5% | -27.0% |
| 3Y | +52.9% | +155.2% | -102.3% | +22.6% |
| 5Y | +47.5% | +44.0% | +3.5% | +1.1% |
| All | +288.0% | +136.9% | +151.2% | +65.7% |
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