-20.3%
VFC vs BBIO
+154.4%
-174.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | -1.4% | -3.2% | +1.8% | -0.6% |
| 30D | -9.0% | -13.6% | +4.6% | -5.6% |
| 3M | -24.2% | +7.2% | -31.4% | -25.9% |
| 6M | -18.5% | +1.5% | -20.0% | -19.4% |
| YTD | -25.9% | -5.3% | -20.6% | -26.0% |
| 1Y | -13.0% | +37.7% | -50.7% | -21.9% |
| 3Y | -20.3% | +153.9% | -174.2% | -44.4% |
| All | -20.3% | +154.4% | -174.8% | -44.4% |
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