-12.4%
BIPH vs SPY
+95.9%
-108.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | -2.2% | -1.1% | -1.2% | -1.8% |
| 3M | -2.3% | +3.9% | -6.1% | -3.8% |
| 6M | -1.9% | +13.6% | -15.5% | -7.0% |
| YTD | -0.1% | +12.7% | -12.8% | -5.1% |
| 1Y | -4.6% | +17.5% | -22.1% | -11.1% |
| 3Y | +16.4% | +76.9% | -60.5% | -12.5% |
| 5Y | -14.7% | +83.6% | -98.3% | -39.2% |
| All | -12.4% | +95.9% | -108.3% | -38.3% |
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 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