-91.1%
BCTX vs SPY
+78.7%
-169.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.3% |
| 7D | +7.3% | +3.3% | +4.0% | +8.0% |
| 30D | -5.4% | -2.7% | -2.7% | -5.9% |
| 3M | +2.9% | -1.7% | +4.7% | +2.6% |
| 6M | -14.0% | +3.1% | -17.1% | -13.1% |
| YTD | -50.6% | +11.9% | -62.5% | -48.7% |
| 1Y | -65.3% | +12.0% | -77.3% | -64.2% |
| All | -91.1% | +78.7% | -169.8% | -93.6% |
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