-11.6%
TYL vs BBIO
+167.2%
-178.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.2% | -1.6% |
| 7D | -8.6% | -0.5% | -8.0% | -8.6% |
| 30D | +7.5% | -10.1% | +17.7% | +8.2% |
| 3M | +10.9% | +12.4% | -1.5% | +10.0% |
| 6M | -6.7% | +15.9% | -22.6% | -7.8% |
| YTD | -24.5% | -0.5% | -24.0% | -24.8% |
| 1Y | -38.6% | +42.2% | -80.8% | -41.1% |
| All | -11.6% | +167.2% | -178.8% | -22.1% |
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