+154.5%
TMUS vs BBIO
+148.5%
+5.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.5% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | +0.1% | -10.1% | +10.2% | +0.6% |
| 3M | -0.6% | +12.4% | -13.0% | -1.3% |
| 6M | -17.5% | +15.9% | -33.5% | -18.4% |
| YTD | -11.3% | -0.5% | -10.7% | -11.6% |
| 1Y | -25.4% | +42.2% | -67.6% | -27.2% |
| 3Y | +35.5% | +167.8% | -132.3% | +25.8% |
| 5Y | +41.9% | +49.6% | -7.7% | +23.5% |
| All | +154.5% | +148.5% | +5.9% | +91.7% |
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 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