+90.1%
SPG vs BBIO
+136.9%
-46.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +0.6% |
| 7D | -2.2% | -3.9% | +1.7% | -1.8% |
| 30D | -5.8% | -13.4% | +7.6% | -4.2% |
| 3M | -2.8% | +7.6% | -10.4% | -3.9% |
| 6M | +8.9% | -2.4% | +11.3% | +8.7% |
| YTD | +14.3% | -5.2% | +19.5% | +13.9% |
| 1Y | +19.5% | +36.9% | -17.4% | +13.6% |
| 3Y | +106.9% | +155.2% | -48.3% | +77.8% |
| 5Y | +108.7% | +44.0% | +64.7% | +61.9% |
| All | +90.1% | +136.9% | -46.7% | +11.9% |
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