-22.6%
STZ vs BBIO
+144.5%
-167.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.9% | -2.3% | +0.4% | -1.8% |
| 30D | -1.9% | -8.7% | +6.8% | -1.4% |
| 3M | -6.2% | +11.2% | -17.4% | -6.9% |
| 6M | -14.0% | +12.5% | -26.5% | -14.8% |
| YTD | -5.1% | -2.2% | -3.0% | -5.4% |
| 1Y | -9.6% | +44.4% | -54.0% | -12.0% |
| 3Y | -47.2% | +144.7% | -192.0% | -50.9% |
| 5Y | -33.6% | +45.0% | -78.6% | -40.5% |
| All | -22.6% | +144.5% | -167.1% | -38.0% |
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 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