-26.6%
STZ vs BBIO
+148.5%
-175.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | -6.0% | -0.5% | -5.5% | -6.0% |
| 30D | -8.9% | -10.1% | +1.3% | -8.4% |
| 3M | -12.6% | +12.4% | -25.0% | -13.2% |
| 6M | -17.2% | +15.9% | -33.1% | -18.1% |
| YTD | -10.0% | -0.5% | -9.5% | -10.4% |
| 1Y | -14.3% | +42.2% | -56.5% | -16.5% |
| 3Y | -49.9% | +167.8% | -217.7% | -53.6% |
| 5Y | -38.2% | +49.6% | -87.8% | -44.8% |
| All | -26.6% | +148.5% | -175.2% | -41.2% |
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