-94.7%
FBIO vs SPY
+81.0%
-175.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | -3.7% | -0.4% | -3.3% | -3.3% |
| 30D | -4.4% | -1.4% | -3.0% | -2.7% |
| 3M | -10.2% | +3.7% | -13.9% | -14.1% |
| 6M | -22.0% | +13.0% | -35.0% | -32.4% |
| YTD | -28.1% | +12.4% | -40.5% | -37.0% |
| 1Y | -26.7% | +18.5% | -45.3% | -39.6% |
| 3Y | -55.0% | +77.6% | -132.7% | -78.4% |
| 5Y | -94.7% | +81.7% | -176.4% | -97.3% |
| All | -94.7% | +81.0% | -175.7% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling