+92.6%
XLP vs BBIO
+155.8%
-63.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +2.5% | +5.4% | -2.9% | +2.4% |
| 30D | +7.3% | +20.6% | -13.3% | +6.8% |
| 3M | +8.1% | -3.6% | +11.7% | +8.2% |
| 6M | +10.5% | +14.1% | -3.6% | +10.0% |
| YTD | +21.2% | +2.4% | +18.8% | +20.8% |
| 1Y | +22.7% | +20.4% | +2.4% | +21.8% |
| 3Y | +44.8% | +184.5% | -139.7% | +39.4% |
| 5Y | +44.7% | +63.5% | -18.8% | +35.9% |
| All | +92.6% | +155.8% | -63.2% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling