-95.3%
BCTX vs SPY
+81.0%
-176.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +1.7% | -0.4% | +2.0% | +1.8% |
| 30D | +7.1% | -1.4% | +8.5% | +7.7% |
| 3M | +18.2% | +3.7% | +14.5% | +16.4% |
| 6M | -3.5% | +13.0% | -16.5% | -7.8% |
| YTD | -48.9% | +12.4% | -61.3% | -51.0% |
| 1Y | -54.5% | +18.5% | -73.0% | -56.9% |
| 3Y | -94.4% | +77.6% | -172.0% | -96.2% |
| 5Y | -95.3% | +81.7% | -177.0% | -96.9% |
| All | -95.3% | +81.0% | -176.3% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling