+602.0%
BNTX vs SPY
+190.0%
+412.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.4% |
| 7D | -3.2% | +0.5% | -3.8% | -3.7% |
| 30D | +5.3% | -0.9% | +6.3% | +6.2% |
| 3M | +15.4% | +3.9% | +11.5% | +11.5% |
| 6M | -2.8% | +14.5% | -17.3% | -13.8% |
| YTD | +3.6% | +12.9% | -9.3% | -6.8% |
| 1Y | -3.9% | +19.4% | -23.3% | -17.6% |
| 3Y | -17.9% | +78.5% | -96.3% | -50.3% |
| 5Y | -70.3% | +81.8% | -152.0% | -82.2% |
| All | +602.0% | +190.0% | +412.0% | +322.9% |
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