+103.3%
SPGI vs BBIO
+136.7%
-33.3%
-39.8%
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 | -7.4% | -3.2% | -4.2% | -7.1% |
| 30D | +0.4% | -13.6% | +14.0% | +1.6% |
| 3M | +5.3% | +7.2% | -2.0% | +4.4% |
| 6M | +1.7% | +1.5% | +0.2% | +1.2% |
| YTD | -16.4% | -5.3% | -11.1% | -16.5% |
| 1Y | -20.5% | +37.7% | -58.2% | -23.5% |
| 3Y | +14.2% | +153.9% | -139.7% | +1.7% |
| 5Y | +0.6% | +43.9% | -43.3% | -18.4% |
| All | +103.3% | +136.7% | -33.3% | +30.5% |
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 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