+42.8%
XYL vs BBIO
+136.7%
-93.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | -3.2% | +4.4% | +1.5% |
| 30D | -11.9% | -13.6% | +1.7% | -10.9% |
| 3M | -1.5% | +7.2% | -8.8% | -2.3% |
| 6M | -11.9% | +1.5% | -13.4% | -12.3% |
| YTD | -20.6% | -5.3% | -15.3% | -20.7% |
| 1Y | -23.5% | +37.7% | -61.2% | -26.1% |
| 3Y | +14.9% | +153.9% | -139.1% | +3.6% |
| 5Y | -15.3% | +43.9% | -59.2% | -30.1% |
| All | +42.8% | +136.7% | -93.9% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling