+246.8%
SMTC vs BBIO
+136.7%
+110.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +13.1% | -3.2% | +16.3% | +13.7% |
| 30D | +19.5% | -13.6% | +33.1% | +22.2% |
| 3M | +2.2% | +7.2% | -5.0% | +0.9% |
| 6M | +94.9% | +1.5% | +93.4% | +94.1% |
| YTD | +127.0% | -5.3% | +132.2% | +127.5% |
| 1Y | +174.6% | +37.7% | +136.9% | +158.3% |
| 3Y | +615.9% | +153.9% | +462.0% | +502.6% |
| 5Y | +125.6% | +43.9% | +81.7% | +67.2% |
| All | +246.8% | +136.7% | +110.2% | +110.8% |
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 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