-94.3%
BDTX vs SPY
+158.4%
-252.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.5% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | +18.4% | +0.1% | +18.4% | +18.3% |
| 3M | +1.4% | +2.0% | -0.6% | -1.4% |
| 6M | -13.8% | +13.0% | -26.8% | -26.9% |
| YTD | -12.8% | +13.5% | -26.3% | -26.1% |
| 1Y | -26.1% | +20.0% | -46.1% | -41.7% |
| 3Y | -40.4% | +77.2% | -117.6% | -70.6% |
| 5Y | -78.4% | +81.9% | -160.3% | -89.4% |
| All | -94.3% | +158.4% | -252.7% | -98.0% |
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