-68.1%
XYZ vs BBIO
+40.9%
-109.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +0.6% |
| 7D | -5.2% | -3.9% | -1.3% | -4.4% |
| 30D | 0.0% | -13.4% | +13.4% | +2.9% |
| 3M | +18.7% | +7.6% | +11.1% | +16.2% |
| 6M | +20.5% | -2.4% | +23.0% | +20.2% |
| YTD | +21.5% | -5.2% | +26.7% | +20.9% |
| 1Y | +7.2% | +36.9% | -29.7% | -1.8% |
| 3Y | +49.0% | +155.2% | -106.2% | +13.8% |
| 5Y | -68.1% | +44.0% | -112.1% | -83.6% |
| All | -68.1% | +40.9% | -109.0% | -83.6% |
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 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