-68.1%
BCYC vs SPY
+197.9%
-265.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.8% |
| 7D | -9.7% | -2.0% | -7.7% | -7.9% |
| 30D | -7.0% | -1.7% | -5.4% | -5.6% |
| 3M | -5.0% | +4.7% | -9.7% | -9.0% |
| 6M | -27.7% | +12.5% | -40.2% | -34.9% |
| YTD | -45.9% | +11.7% | -57.6% | -50.8% |
| 1Y | -45.3% | +17.5% | -62.8% | -52.5% |
| 3Y | -81.7% | +76.6% | -158.3% | -88.7% |
| 5Y | -90.4% | +82.0% | -172.5% | -94.2% |
| All | -68.1% | +197.9% | -265.9% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling