-100.0%
BNGO vs SPY
+200.8%
-300.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | -7.1% | -0.4% | -6.7% | -6.7% |
| 30D | +1.7% | -1.4% | +3.1% | +3.4% |
| 3M | +1.7% | +3.7% | -2.0% | -3.1% |
| 6M | +5.4% | +13.0% | -7.6% | -9.4% |
| YTD | -22.9% | +12.4% | -35.3% | -33.0% |
| 1Y | -73.1% | +18.5% | -91.6% | -78.0% |
| 3Y | -99.4% | +77.6% | -177.0% | -99.7% |
| 5Y | -100.0% | +81.7% | -181.6% | -100.0% |
| All | -100.0% | +200.8% | -300.8% | -100.0% |
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