+107.1%
SPGI vs BBIO
+148.5%
-41.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.3% | -2.7% |
| 7D | -3.1% | -0.5% | -2.5% | -3.1% |
| 30D | +2.0% | -10.1% | +12.2% | +2.9% |
| 3M | +4.3% | +12.4% | -8.1% | +3.0% |
| 6M | -0.2% | +15.9% | -16.1% | -2.0% |
| YTD | -14.8% | -0.5% | -14.3% | -15.3% |
| 1Y | -18.5% | +42.2% | -60.8% | -21.9% |
| 3Y | +16.0% | +167.8% | -151.8% | +2.7% |
| 5Y | +2.2% | +49.6% | -47.4% | -17.4% |
| All | +107.1% | +148.5% | -41.5% | +32.3% |
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