-48.9%
XE vs BBIO
+1.6%
-50.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.7% | -5.7% |
| 7D | -15.7% | -3.2% | -12.5% | -15.3% |
| 30D | -26.6% | -13.6% | -13.0% | -25.6% |
| 3M | -20.3% | +7.2% | -27.5% | -20.3% |
| All | -48.9% | +1.6% | -50.4% | -46.3% |
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 · Available span rolling