-93.5%
FBIO vs SPY
+322.5%
-416.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -3.0% |
| 7D | -7.4% | -0.8% | -6.6% | -6.5% |
| 30D | -8.4% | -1.1% | -7.3% | -7.1% |
| 3M | -8.7% | +3.9% | -12.6% | -13.2% |
| 6M | -21.7% | +13.6% | -35.3% | -33.7% |
| YTD | -31.1% | +12.7% | -43.8% | -40.7% |
| 1Y | -34.2% | +17.5% | -51.7% | -46.3% |
| 3Y | -54.6% | +76.9% | -131.5% | -79.0% |
| 5Y | -95.0% | +83.6% | -178.6% | -97.7% |
| All | -93.5% | +322.5% | -416.0% | -99.4% |
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