+72.8%
SLB vs BBIO
+136.7%
-63.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.5% | -3.2% | +0.7% | -2.2% |
| 30D | +7.1% | -13.6% | +20.7% | +8.7% |
| 3M | +0.6% | +7.2% | -6.6% | -0.3% |
| 6M | +17.6% | +1.5% | +16.1% | +16.9% |
| YTD | +48.5% | -5.3% | +53.8% | +48.1% |
| 1Y | +59.4% | +37.7% | +21.7% | +52.7% |
| 3Y | -0.4% | +153.9% | -154.3% | -12.7% |
| 5Y | +133.8% | +43.9% | +89.9% | +91.4% |
| All | +72.8% | +136.7% | -63.8% | +1.6% |
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