+1.7%
BIO vs SPY
+75.5%
-73.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.6% |
| 7D | -4.9% | -2.0% | -3.0% | -3.2% |
| 30D | +3.5% | -1.7% | +5.2% | +5.1% |
| 3M | +26.7% | +4.7% | +22.0% | +21.1% |
| 6M | +37.7% | +12.5% | +25.2% | +22.9% |
| YTD | +21.7% | +11.7% | +10.0% | +9.3% |
| 1Y | +33.2% | +17.5% | +15.7% | +14.0% |
| All | +1.7% | +75.5% | -73.8% | -45.3% |
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