-99.8%
BCTX vs SPY
+607.6%
-707.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | +9.5% | +2.0% | +7.5% | +8.8% |
| 6M | -12.3% | +13.0% | -25.3% | -15.8% |
| YTD | -49.8% | +13.5% | -63.3% | -51.8% |
| 1Y | -53.8% | +20.0% | -73.7% | -56.3% |
| 3Y | -94.8% | +77.2% | -172.0% | -95.9% |
| 5Y | -94.8% | +81.9% | -176.7% | -96.0% |
| 10Y | -99.4% | +314.1% | -413.4% | -99.6% |
| All | -99.8% | +607.6% | -707.4% | -99.8% |
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