+110.1%
SO vs BBIO
+136.9%
-26.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.6% |
| 7D | -1.1% | -3.9% | +2.7% | -1.1% |
| 30D | -3.7% | -13.4% | +9.6% | -3.5% |
| 3M | -5.9% | +7.6% | -13.5% | -6.1% |
| 6M | -7.3% | -2.4% | -4.9% | -7.4% |
| YTD | +3.1% | -5.2% | +8.3% | +3.0% |
| 1Y | -1.0% | +36.9% | -37.9% | -2.0% |
| 3Y | +43.2% | +155.2% | -111.9% | +38.7% |
| 5Y | +59.1% | +44.0% | +15.1% | +52.0% |
| All | +110.1% | +136.9% | -26.7% | +91.5% |
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