-81.3%
AVIR vs SPY
+152.4%
-233.6%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.1% |
| 7D | +3.5% | +0.5% | +2.9% | +3.0% |
| 30D | +8.2% | -0.9% | +9.1% | +9.1% |
| 3M | +31.5% | +3.9% | +27.6% | +26.6% |
| 6M | -3.6% | +14.5% | -18.1% | -15.3% |
| YTD | +59.1% | +12.9% | +46.2% | +41.0% |
| 1Y | +74.8% | +19.4% | +55.4% | +47.2% |
| 3Y | +71.6% | +78.5% | -6.9% | -4.4% |
| 5Y | -79.5% | +81.8% | -161.2% | -88.9% |
| All | -81.3% | +152.4% | -233.6% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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