+63.2%
TYL vs BBIO
+144.2%
-81.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.3% | -4.4% |
| 7D | -7.6% | -2.4% | -5.2% | -7.4% |
| 30D | +11.3% | -11.5% | +22.8% | +12.4% |
| 3M | +14.5% | +11.0% | +3.5% | +13.3% |
| 6M | -7.1% | +14.4% | -21.5% | -8.6% |
| YTD | -23.4% | -2.3% | -21.1% | -23.8% |
| 1Y | -38.6% | +37.7% | -76.3% | -40.9% |
| 3Y | -11.3% | +163.1% | -174.5% | -21.0% |
| 5Y | -28.0% | +49.5% | -77.4% | -42.8% |
| All | +63.2% | +144.2% | -81.1% | +17.5% |
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