-95.3%
FBIO vs SPY
+307.0%
-402.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.1% |
| 7D | +1.6% | +2.6% | -1.0% | -1.3% |
| 30D | -1.1% | -2.0% | +0.9% | +1.8% |
| 3M | -36.9% | -2.8% | -34.1% | -34.5% |
| 6M | -15.7% | +2.1% | -17.8% | -17.9% |
| YTD | -48.6% | +11.5% | -60.1% | -55.0% |
| 1Y | -24.5% | +13.5% | -38.0% | -35.2% |
| 3Y | +40.3% | +77.7% | -37.4% | -34.5% |
| 5Y | -96.4% | +72.6% | -169.0% | -98.2% |
| All | -95.3% | +307.0% | -402.3% | -99.3% |
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