+88.1%
WAT vs BBIO
+136.9%
-48.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.4% |
| 7D | -2.9% | -3.9% | +1.0% | -2.6% |
| 30D | -3.2% | -13.4% | +10.2% | -2.1% |
| 3M | +10.6% | +7.6% | +3.0% | +9.8% |
| 6M | +34.0% | -2.4% | +36.5% | +34.0% |
| YTD | +5.7% | -5.2% | +11.0% | +5.6% |
| 1Y | +37.1% | +36.9% | +0.2% | +32.6% |
| 3Y | +52.4% | +155.2% | -102.8% | +38.2% |
| 5Y | -4.4% | +44.0% | -48.4% | -19.3% |
| All | +88.1% | +136.9% | -48.7% | +37.3% |
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 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