+3,609.0%
STRL vs BBIO
+148.5%
+3,460.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.6% |
| 7D | +8.2% | -0.5% | +8.8% | +8.3% |
| 30D | -6.3% | -10.1% | +3.8% | -5.1% |
| 3M | -41.2% | +12.4% | -53.6% | -42.2% |
| 6M | +20.4% | +15.9% | +4.5% | +17.7% |
| YTD | +61.7% | -0.5% | +62.2% | +60.7% |
| 1Y | +72.7% | +42.2% | +30.5% | +64.4% |
| 3Y | +530.9% | +167.8% | +363.1% | +447.7% |
| 5Y | +2,125.4% | +49.6% | +2,075.8% | +1,668.3% |
| All | +3,609.0% | +148.5% | +3,460.4% | +2,479.6% |
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