+809.9%
STLD vs BBIO
+148.5%
+661.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -10.4% | -10.1% | -0.2% | -9.3% |
| 3M | -10.6% | +12.4% | -23.0% | -12.2% |
| 6M | +32.7% | +15.9% | +16.8% | +29.5% |
| YTD | +42.8% | -0.5% | +43.3% | +41.6% |
| 1Y | +86.9% | +42.2% | +44.7% | +77.1% |
| 3Y | +143.8% | +167.8% | -24.0% | +109.1% |
| 5Y | +293.5% | +49.6% | +243.9% | +207.6% |
| All | +809.9% | +148.5% | +661.3% | +405.9% |
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