-49.9%
BIOA vs SPY
+35.5%
-85.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | -5.8% | -0.4% | -5.4% | -5.4% |
| 30D | -19.9% | -1.4% | -18.5% | -18.6% |
| 3M | -42.0% | +3.7% | -45.7% | -44.4% |
| 6M | -53.5% | +13.0% | -66.5% | -58.7% |
| YTD | -30.7% | +12.4% | -43.1% | -38.3% |
| 1Y | +84.1% | +18.5% | +65.6% | +57.6% |
| All | -49.9% | +35.5% | -85.4% | -54.4% |
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