+30.0%
TXG vs BBIO
+168.3%
-138.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +9.5% | -3.2% | +12.7% | +10.4% |
| 30D | +18.8% | -13.6% | +32.4% | +23.1% |
| 3M | +136.1% | +7.2% | +128.9% | +132.5% |
| 6M | +235.2% | +1.5% | +233.8% | +234.7% |
| YTD | +320.5% | -5.3% | +325.8% | +323.5% |
| 1Y | +425.2% | +37.7% | +387.5% | +380.1% |
| 3Y | +42.9% | +153.9% | -111.0% | +8.5% |
| 5Y | -62.8% | +43.9% | -106.7% | -78.2% |
| All | +30.0% | +168.3% | -138.3% | -28.5% |
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