-30.3%
Z vs BBIO
+136.9%
-167.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -1.8% |
| 7D | -11.6% | -3.9% | -7.7% | -10.8% |
| 30D | -8.5% | -13.4% | +4.9% | -5.7% |
| 3M | -7.9% | +7.6% | -15.5% | -9.7% |
| 6M | -29.1% | -2.4% | -26.6% | -29.3% |
| YTD | -54.2% | -5.2% | -49.0% | -54.4% |
| 1Y | -63.5% | +36.9% | -100.4% | -66.7% |
| 3Y | -38.6% | +155.2% | -193.8% | -53.0% |
| 5Y | -66.0% | +44.0% | -110.0% | -78.7% |
| All | -30.3% | +136.9% | -167.2% | -65.6% |
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