-35.8%
Z vs BBIO
+155.4%
-191.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | -4.9% | +5.3% | -10.2% | -5.9% |
| 30D | +3.0% | +23.5% | -20.5% | -1.4% |
| 3M | -13.4% | -6.8% | -6.6% | -12.1% |
| 6M | -27.3% | +18.5% | -45.9% | -30.3% |
| YTD | -57.8% | +2.2% | -60.0% | -58.6% |
| 1Y | -60.0% | +18.0% | -78.1% | -62.0% |
| 3Y | -21.5% | +188.5% | -210.0% | -41.3% |
| 5Y | -55.0% | +63.3% | -118.2% | -72.6% |
| All | -35.8% | +155.4% | -191.2% | -68.8% |
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