+2,359.9%
TSLA vs BBIO
+136.7%
+2,223.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -3.2% | +6.4% | +3.8% |
| 30D | +11.6% | -13.6% | +25.2% | +14.6% |
| 3M | -8.4% | +7.2% | -15.7% | -10.0% |
| 6M | -10.4% | +1.5% | -11.9% | -11.2% |
| YTD | -18.7% | -5.3% | -13.4% | -19.0% |
| 1Y | -0.9% | +37.7% | -38.6% | -8.1% |
| 3Y | +33.6% | +153.9% | -120.3% | +7.3% |
| 5Y | +48.9% | +43.9% | +5.0% | +0.1% |
| All | +2,359.9% | +136.7% | +2,223.2% | +1,233.2% |
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 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