-29.3%
STZ vs BBIO
+59.7%
-89.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | -0.9% | +2.1% | -3.1% | -1.0% |
| 30D | +14.9% | +21.0% | -6.0% | +14.2% |
| 3M | +8.4% | -5.0% | +13.4% | +8.5% |
| 6M | +2.8% | +23.0% | -20.2% | +2.0% |
| YTD | +7.5% | +4.0% | +3.5% | +7.1% |
| 1Y | +12.5% | +19.5% | -6.9% | +11.6% |
| 3Y | -35.4% | +193.5% | -228.9% | -38.2% |
| 5Y | -29.3% | +66.1% | -95.4% | -34.2% |
| All | -29.3% | +59.7% | -89.0% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling