+595.3%
VST vs BBIO
+155.8%
+439.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +6.6% | +5.4% | +1.2% | +6.0% |
| 30D | -12.4% | +20.6% | -32.9% | -14.2% |
| 3M | -9.0% | -3.6% | -5.4% | -8.8% |
| 6M | -6.4% | +14.1% | -20.6% | -8.2% |
| YTD | -17.2% | +2.4% | -19.6% | -18.1% |
| 1Y | -22.0% | +20.4% | -42.4% | -24.1% |
| 3Y | +296.7% | +184.5% | +112.1% | +246.8% |
| 5Y | +637.6% | +63.5% | +574.1% | +488.6% |
| All | +595.3% | +155.8% | +439.5% | +347.3% |
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