-12.0%
STZ vs BBIO
+155.4%
-167.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.4% |
| 7D | 0.0% | +5.3% | -5.2% | -0.3% |
| 30D | +14.7% | +23.5% | -8.8% | +13.4% |
| 3M | +8.8% | -6.8% | +15.6% | +9.1% |
| 6M | +3.1% | +18.5% | -15.5% | +1.9% |
| YTD | +7.9% | +2.2% | +5.7% | +7.2% |
| 1Y | +14.2% | +18.0% | -3.9% | +12.5% |
| 3Y | -35.2% | +188.5% | -223.6% | -40.2% |
| 5Y | -29.6% | +63.3% | -92.8% | -37.5% |
| All | -12.0% | +155.4% | -167.4% | -29.7% |
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