-100.0%
BDRX vs SPY
+336.8%
-436.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | +6.4% | +0.5% | +5.9% | +6.0% |
| 30D | -46.0% | -0.9% | -45.1% | -45.7% |
| 3M | -74.5% | +3.9% | -78.4% | -75.2% |
| 6M | -81.7% | +14.5% | -96.2% | -83.4% |
| YTD | -92.7% | +12.9% | -105.6% | -93.3% |
| 1Y | -96.9% | +19.4% | -116.2% | -97.2% |
| 3Y | -100.0% | +78.5% | -178.4% | -100.0% |
| 5Y | -100.0% | +81.8% | -181.8% | -100.0% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +336.8% | -436.8% | -100.0% |
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