-34.0%
W vs BBIO
+136.9%
-170.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | -1.4% |
| 7D | +0.5% | -3.9% | +4.3% | +1.5% |
| 30D | -5.6% | -13.4% | +7.8% | -1.9% |
| 3M | +41.9% | +7.6% | +34.4% | +38.8% |
| 6M | +30.2% | -2.4% | +32.7% | +30.7% |
| YTD | -2.9% | -5.2% | +2.3% | -2.5% |
| 1Y | +11.6% | +36.9% | -25.3% | +1.0% |
| 3Y | +37.0% | +155.2% | -118.2% | +1.6% |
| 5Y | -62.8% | +44.0% | -106.8% | -78.3% |
| All | -34.0% | +136.9% | -170.9% | -69.5% |
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