+355.5%
TPR vs BBIO
+136.7%
+218.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | -3.0% | -3.2% | +0.2% | -2.6% |
| 30D | -22.6% | -13.6% | -9.0% | -21.1% |
| 3M | -18.2% | +7.2% | -25.4% | -19.1% |
| 6M | -18.0% | +1.5% | -19.4% | -18.4% |
| YTD | -6.4% | -5.3% | -1.1% | -6.6% |
| 1Y | +12.3% | +37.7% | -25.4% | +6.3% |
| 3Y | +298.7% | +153.9% | +144.8% | +237.0% |
| 5Y | +232.5% | +43.9% | +188.6% | +142.9% |
| All | +355.5% | +136.7% | +218.8% | +175.0% |
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 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