-93.5%
BCYC vs SPY
+71.5%
-165.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.1% | +1.8% |
| 7D | +4.1% | +0.1% | +4.1% | +4.2% |
| 30D | -3.1% | -3.3% | +0.2% | +0.9% |
| 3M | -9.6% | -2.4% | -7.2% | -6.8% |
| 6M | -21.6% | +2.6% | -24.2% | -23.7% |
| YTD | -46.8% | +11.2% | -58.0% | -52.3% |
| 1Y | -41.5% | +13.4% | -54.8% | -48.5% |
| 3Y | -73.2% | +79.9% | -153.1% | -85.5% |
| 5Y | -93.5% | +72.2% | -165.7% | -96.4% |
| All | -93.5% | +71.5% | -165.0% | -96.4% |
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