-96.3%
FBIO vs SPY
+72.1%
-168.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.1% |
| 7D | +1.6% | +2.6% | -1.0% | -1.1% |
| 30D | -1.1% | -2.0% | +0.9% | +1.5% |
| 3M | -36.9% | -2.8% | -34.1% | -34.7% |
| 6M | -15.7% | +2.1% | -17.8% | -17.6% |
| YTD | -48.6% | +11.5% | -60.1% | -54.4% |
| 1Y | -24.5% | +13.5% | -38.0% | -34.3% |
| 3Y | +40.3% | +77.7% | -37.4% | -32.1% |
| All | -96.3% | +72.1% | -168.4% | -98.0% |
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 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