-43.1%
BDTX vs SPY
+77.0%
-120.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | -0.4% |
| 7D | -6.6% | -0.8% | -5.8% | -5.3% |
| 30D | -5.7% | -1.1% | -4.7% | -4.0% |
| 3M | +8.8% | +3.9% | +4.9% | +1.7% |
| 6M | -12.0% | +13.6% | -25.6% | -29.2% |
| YTD | -18.5% | +12.7% | -31.2% | -33.1% |
| 1Y | -41.2% | +17.5% | -58.8% | -54.9% |
| 3Y | -43.1% | +76.9% | -120.0% | -77.5% |
| All | -43.1% | +77.0% | -120.1% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling