+211.6%
STM vs BBIO
+148.5%
+63.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.1% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | -5.2% | -10.1% | +5.0% | -3.8% |
| 3M | -29.6% | +12.4% | -42.0% | -30.9% |
| 6M | +54.4% | +15.9% | +38.5% | +50.6% |
| YTD | +99.5% | -0.5% | +100.1% | +98.3% |
| 1Y | +100.8% | +42.2% | +58.6% | +89.6% |
| 3Y | +20.2% | +167.8% | -147.6% | +1.7% |
| 5Y | +21.1% | +49.6% | -28.4% | -10.3% |
| All | +211.6% | +148.5% | +63.1% | +84.5% |
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 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