+700.1%
CYTK vs SPY
+322.5%
+377.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.7% |
| 7D | +1.4% | -0.8% | +2.2% | +2.2% |
| 30D | -2.5% | -1.1% | -1.4% | -1.5% |
| 3M | +6.5% | +3.9% | +2.6% | +2.2% |
| 6M | +15.9% | +13.6% | +2.3% | +1.6% |
| YTD | +16.1% | +12.7% | +3.4% | +2.5% |
| 1Y | +38.4% | +17.5% | +20.8% | +17.1% |
| 3Y | +112.4% | +76.9% | +35.5% | +16.1% |
| 5Y | +149.9% | +83.6% | +66.3% | +31.7% |
| All | +700.1% | +322.5% | +377.7% | +46.0% |
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 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