-68.6%
BCYC vs SPY
+196.6%
-265.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.1% | +2.2% |
| 7D | +4.1% | +0.1% | +4.1% | +4.2% |
| 30D | -3.1% | -3.3% | +0.2% | +0.3% |
| 3M | -9.6% | -2.4% | -7.2% | -7.3% |
| 6M | -21.6% | +2.6% | -24.2% | -23.2% |
| YTD | -46.8% | +11.2% | -58.0% | -51.3% |
| 1Y | -41.5% | +13.4% | -54.8% | -47.3% |
| 3Y | -73.2% | +79.9% | -153.1% | -83.7% |
| 5Y | -93.5% | +72.2% | -165.7% | -95.9% |
| All | -68.6% | +196.6% | -265.2% | -87.9% |
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 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