+15.4%
BMN vs SPY
+109.1%
-93.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -3.2% | -0.4% | -2.8% | -3.2% |
| 30D | -0.3% | -1.4% | +1.1% | -0.2% |
| 3M | -4.5% | +3.7% | -8.2% | -4.7% |
| 6M | -5.9% | +13.0% | -18.9% | -6.6% |
| YTD | -2.2% | +12.4% | -14.6% | -2.9% |
| 1Y | +2.4% | +18.5% | -16.1% | +1.3% |
| 3Y | +17.9% | +77.6% | -59.7% | +12.5% |
| All | +15.4% | +109.1% | -93.7% | +9.1% |
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