+6,271.3%
BIO vs SPY
+3,059.5%
+3,211.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.5% |
| 7D | -3.0% | -0.4% | -2.6% | -2.7% |
| 30D | +6.3% | -1.4% | +7.7% | +7.3% |
| 3M | +26.9% | +3.7% | +23.1% | +23.6% |
| 6M | +38.9% | +13.0% | +25.9% | +27.6% |
| YTD | +24.4% | +12.4% | +12.0% | +14.7% |
| 1Y | +31.8% | +18.5% | +13.3% | +17.3% |
| 3Y | +5.3% | +77.6% | -72.3% | -28.5% |
| 5Y | -53.5% | +81.7% | -135.2% | -68.8% |
| 10Y | +139.0% | +319.7% | -180.6% | -5.0% |
| All | +6,271.3% | +3,059.5% | +3,211.8% | +877.4% |
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