-13.5%
BIPH vs SPY
+96.3%
-109.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -1.3% | +0.5% | -1.9% | -1.5% |
| 30D | -3.0% | -0.9% | -2.0% | -2.6% |
| 3M | -3.5% | +3.9% | -7.4% | -5.1% |
| 6M | -3.8% | +14.5% | -18.3% | -9.1% |
| YTD | -1.3% | +12.9% | -14.3% | -6.3% |
| 1Y | -5.7% | +19.4% | -25.0% | -12.7% |
| 3Y | +15.2% | +78.5% | -63.2% | -13.8% |
| 5Y | -15.7% | +81.8% | -97.4% | -39.7% |
| All | -13.5% | +96.3% | -109.8% | -39.1% |
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