+79.2%
BHVN vs SPY
+114.9%
-35.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.6% | -14.1% | -13.8% |
| 7D | -19.4% | -2.0% | -17.4% | -16.6% |
| 30D | -11.7% | -1.7% | -10.1% | -9.1% |
| 3M | +15.5% | +4.7% | +10.8% | +6.7% |
| 6M | +24.5% | +12.5% | +12.0% | +2.5% |
| YTD | +13.3% | +11.7% | +1.6% | -5.6% |
| 1Y | -8.7% | +17.5% | -26.2% | -30.6% |
| 3Y | -31.0% | +76.6% | -107.5% | -73.7% |
| All | +79.2% | +114.9% | -35.6% | -51.0% |
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