-11.0%
SRE vs BBIO
+21.0%
-32.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -3.5% |
| 7D | -7.1% | +5.0% | -12.1% | -7.2% |
| 30D | -0.2% | +10.9% | -11.1% | -0.5% |
| 3M | -4.9% | -9.4% | +4.5% | -4.6% |
| 6M | -14.1% | +8.0% | -22.1% | -14.3% |
| YTD | -7.5% | -2.9% | -4.6% | -7.5% |
| 1Y | -11.0% | +18.5% | -29.5% | -15.3% |
| All | -11.0% | +21.0% | -32.0% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling