+120.4%
XLK vs BBIO
+154.4%
-34.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.2% | -3.2% | +3.4% | +0.6% |
| 30D | -0.6% | -13.6% | +13.0% | +1.3% |
| 3M | +2.6% | +7.2% | -4.7% | +1.4% |
| 6M | +34.0% | +1.5% | +32.5% | +33.1% |
| YTD | +30.7% | -5.3% | +36.0% | +30.4% |
| 1Y | +39.2% | +37.7% | +1.5% | +31.9% |
| 3Y | +120.4% | +153.9% | -33.5% | +90.0% |
| All | +120.4% | +154.4% | -34.0% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling