+60.0%
USB vs BBIO
+148.5%
-88.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.8% |
| 7D | -1.1% | -0.5% | -0.5% | -1.0% |
| 30D | -3.2% | -10.1% | +6.9% | -2.3% |
| 3M | +11.8% | +12.4% | -0.6% | +10.4% |
| 6M | +21.4% | +15.9% | +5.5% | +19.3% |
| YTD | +18.6% | -0.5% | +19.1% | +17.8% |
| 1Y | +30.8% | +42.2% | -11.4% | +25.4% |
| 3Y | +96.5% | +167.8% | -71.3% | +74.4% |
| 5Y | +38.4% | +49.6% | -11.2% | +16.1% |
| All | +60.0% | +148.5% | -88.5% | +9.2% |
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 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