+78.1%
BHVN vs SPY
+116.7%
-38.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -2.0% |
| 7D | -19.0% | -0.8% | -18.2% | -17.9% |
| 30D | -11.7% | -1.1% | -10.6% | -9.9% |
| 3M | +11.8% | +3.9% | +7.9% | +4.7% |
| 6M | +21.5% | +13.6% | +7.9% | -1.6% |
| YTD | +12.6% | +12.7% | -0.1% | -7.5% |
| 1Y | -9.7% | +17.5% | -27.2% | -31.3% |
| 3Y | -32.1% | +76.9% | -109.0% | -74.2% |
| All | +78.1% | +116.7% | -38.6% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling