+131.8%
BIO vs SPY
+322.5%
-190.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | -4.3% | -0.8% | -3.6% | -3.7% |
| 30D | +2.0% | -1.1% | +3.1% | +3.0% |
| 3M | +26.3% | +3.9% | +22.4% | +21.9% |
| 6M | +36.8% | +13.6% | +23.2% | +21.8% |
| YTD | +21.9% | +12.7% | +9.2% | +9.2% |
| 1Y | +29.2% | +17.5% | +11.7% | +11.6% |
| 3Y | +1.8% | +76.9% | -75.1% | -39.0% |
| 5Y | -55.0% | +83.6% | -138.5% | -73.9% |
| All | +131.8% | +322.5% | -190.6% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling