+17.1%
BCRX vs SPY
+2,786.9%
-2,769.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -1.0% | +2.6% | -3.6% | -3.8% |
| 30D | -5.5% | -2.0% | -3.5% | -3.4% |
| 3M | -22.4% | -2.8% | -19.6% | -20.0% |
| 6M | -20.7% | +2.1% | -22.9% | -22.8% |
| YTD | -2.4% | +11.5% | -13.9% | -14.0% |
| 1Y | +10.3% | +13.5% | -3.2% | -4.7% |
| 3Y | +47.8% | +77.7% | -29.9% | -22.2% |
| 5Y | -37.9% | +72.6% | -110.5% | -65.9% |
| 10Y | +42.5% | +308.2% | -265.7% | -67.3% |
| All | +17.1% | +2,786.9% | -2,769.8% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling