-94.7%
BDTX vs SPY
+156.4%
-251.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | -0.1% |
| 7D | -6.6% | -0.8% | -5.8% | -5.6% |
| 30D | -5.7% | -1.1% | -4.7% | -4.3% |
| 3M | +8.8% | +3.9% | +4.9% | +3.1% |
| 6M | -12.0% | +13.6% | -25.6% | -25.9% |
| YTD | -18.5% | +12.7% | -31.2% | -30.2% |
| 1Y | -41.2% | +17.5% | -58.8% | -52.3% |
| 3Y | -43.1% | +76.9% | -120.0% | -71.8% |
| 5Y | -79.9% | +83.6% | -163.5% | -90.2% |
| All | -94.7% | +156.4% | -251.1% | -98.1% |
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