+64.3%
XLF vs BBIO
+42.7%
+21.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.5% | -3.2% | +1.7% | -1.3% |
| 30D | -1.2% | -13.6% | +12.4% | -0.4% |
| 3M | +9.2% | +7.2% | +1.9% | +8.7% |
| 6M | +16.3% | +1.5% | +14.9% | +16.0% |
| YTD | +5.4% | -5.3% | +10.7% | +5.3% |
| 1Y | +7.6% | +37.7% | -30.1% | +5.3% |
| 3Y | +74.2% | +153.9% | -79.7% | +63.6% |
| All | +64.3% | +42.7% | +21.5% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling