-22.6%
BDTX vs SPY
+78.1%
-100.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.7% |
| 7D | -15.3% | +2.6% | -17.9% | -18.7% |
| 30D | -13.5% | -2.0% | -11.6% | -9.6% |
| 3M | -27.2% | -2.8% | -24.4% | -22.9% |
| 6M | -48.6% | +2.1% | -50.7% | -50.2% |
| YTD | -39.5% | +11.5% | -51.0% | -49.0% |
| 1Y | -67.3% | +13.5% | -80.7% | -73.3% |
| 3Y | -22.6% | +77.7% | -100.3% | -74.7% |
| All | -22.6% | +78.1% | -100.7% | -74.7% |
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