-94.3%
BCTX vs SPY
+76.5%
-170.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.3% |
| 7D | +1.7% | -0.4% | +2.0% | +1.6% |
| 30D | +7.1% | -1.4% | +8.5% | +6.9% |
| 3M | +18.2% | +3.7% | +14.5% | +19.0% |
| 6M | -3.5% | +13.0% | -16.5% | -0.7% |
| YTD | -48.9% | +12.4% | -61.3% | -47.7% |
| 1Y | -54.5% | +18.5% | -73.0% | -51.8% |
| All | -94.3% | +76.5% | -170.8% | -96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling