+36.7%
TMUS vs BBIO
+154.4%
-117.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +0.4% | -3.2% | +3.7% | +0.5% |
| 30D | +3.5% | -13.6% | +17.1% | +3.6% |
| 3M | -1.3% | +7.2% | -8.6% | -1.4% |
| 6M | -13.6% | +1.5% | -15.1% | -13.7% |
| YTD | -8.8% | -5.3% | -3.5% | -8.7% |
| 1Y | -22.9% | +37.7% | -60.6% | -23.5% |
| 3Y | +36.7% | +153.9% | -117.2% | +28.4% |
| All | +36.7% | +154.4% | -117.7% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling