-25.2%
STZ vs BBIO
+136.9%
-162.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +2.1% |
| 7D | -4.1% | -3.9% | -0.2% | -3.9% |
| 30D | -7.6% | -13.4% | +5.8% | -6.9% |
| 3M | -12.3% | +7.6% | -19.8% | -12.8% |
| 6M | -16.3% | -2.4% | -13.9% | -16.4% |
| YTD | -8.4% | -5.2% | -3.1% | -8.5% |
| 1Y | -10.8% | +36.9% | -47.7% | -13.0% |
| 3Y | -49.0% | +155.2% | -204.2% | -52.6% |
| 5Y | -36.5% | +44.0% | -80.5% | -43.2% |
| All | -25.2% | +136.9% | -162.1% | -40.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling