+72.2%
XLP vs BBIO
+136.9%
-64.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.8% | +0.2% |
| 7D | -2.5% | -3.9% | +1.3% | -2.5% |
| 30D | -1.9% | -13.4% | +11.5% | -1.5% |
| 3M | -2.1% | +7.6% | -9.7% | -2.4% |
| 6M | -1.8% | -2.4% | +0.6% | -1.9% |
| YTD | +8.3% | -5.2% | +13.5% | +8.2% |
| 1Y | +6.8% | +36.9% | -30.1% | +5.6% |
| 3Y | +25.7% | +155.2% | -129.5% | +21.3% |
| 5Y | +31.9% | +44.0% | -12.1% | +24.4% |
| All | +72.2% | +136.9% | -64.7% | +53.6% |
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 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