+32.0%
XLP vs BBIO
+42.7%
-10.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.4% | -3.2% | +1.8% | -1.4% |
| 30D | -2.0% | -13.6% | +11.6% | -1.8% |
| 3M | -1.5% | +7.2% | -8.8% | -1.7% |
| 6M | -0.2% | +1.5% | -1.7% | -0.3% |
| YTD | +8.7% | -5.3% | +14.0% | +8.6% |
| 1Y | +6.3% | +37.7% | -31.4% | +5.5% |
| 3Y | +25.1% | +153.9% | -128.8% | +22.4% |
| All | +32.0% | +42.7% | -10.7% | +25.1% |
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