+12.4%
XYZ vs BBIO
+144.2%
-131.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +2.9% | -2.4% | +5.2% | +3.4% |
| 30D | +1.4% | -11.5% | +12.9% | +4.0% |
| 3M | +14.6% | +11.0% | +3.6% | +11.4% |
| 6M | +20.8% | +14.4% | +6.4% | +16.1% |
| YTD | +23.1% | -2.3% | +25.3% | +21.7% |
| 1Y | +5.6% | +37.7% | -32.1% | -3.6% |
| 3Y | +50.9% | +163.1% | -112.2% | +13.5% |
| 5Y | -68.6% | +49.5% | -118.0% | -81.6% |
| All | +12.4% | +144.2% | -131.9% | -46.2% |
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