+3,728.0%
STRL vs BBIO
+136.7%
+3,591.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | +5.0% | -3.2% | +8.3% | +5.5% |
| 30D | -6.9% | -13.6% | +6.7% | -5.3% |
| 3M | -39.1% | +7.2% | -46.3% | -39.7% |
| 6M | +21.5% | +1.5% | +20.0% | +20.9% |
| YTD | +66.9% | -5.3% | +72.2% | +66.9% |
| 1Y | +61.6% | +37.7% | +23.9% | +54.5% |
| 3Y | +560.0% | +153.9% | +406.1% | +476.7% |
| 5Y | +2,238.9% | +43.9% | +2,195.0% | +1,766.0% |
| All | +3,728.0% | +136.7% | +3,591.4% | +2,578.7% |
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