-100.0%
VIVK vs BBIO
+136.5%
-236.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.1% | -11.0% | -11.1% |
| 7D | -15.0% | -3.3% | -11.7% | -14.9% |
| 30D | -42.6% | -9.4% | -33.2% | -42.4% |
| 3M | -93.5% | +8.4% | -101.8% | -93.5% |
| 6M | -98.4% | +4.3% | -102.7% | -98.4% |
| YTD | -98.2% | -5.4% | -92.9% | -98.2% |
| 1Y | -100.0% | +41.3% | -141.3% | -100.0% |
| 3Y | -100.0% | +144.4% | -244.3% | -100.0% |
| 5Y | -100.0% | +48.5% | -148.5% | -100.0% |
| All | -100.0% | +136.5% | -236.5% | -100.0% |
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