-53.4%
BIO vs SPY
+82.3%
-135.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.7% |
| 7D | -4.3% | -0.8% | -3.6% | -3.6% |
| 30D | +2.0% | -1.1% | +3.1% | +3.0% |
| 3M | +26.3% | +3.9% | +22.4% | +21.6% |
| 6M | +36.8% | +13.6% | +23.2% | +20.8% |
| YTD | +21.9% | +12.7% | +9.2% | +8.4% |
| 1Y | +29.2% | +17.5% | +11.7% | +10.3% |
| 3Y | +1.8% | +76.9% | -75.1% | -42.1% |
| All | -53.4% | +82.3% | -135.6% | -74.7% |
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