-98.4%
FBIO vs SPY
+705.5%
-803.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -2.5% | +0.1% | -2.6% | -2.5% |
| 3M | -1.8% | +2.0% | -3.8% | -4.4% |
| 6M | -12.3% | +13.0% | -25.3% | -25.0% |
| YTD | -25.7% | +13.5% | -39.2% | -36.4% |
| 1Y | -4.2% | +20.0% | -24.2% | -23.6% |
| 3Y | -54.7% | +77.2% | -131.9% | -78.7% |
| 5Y | -94.6% | +81.9% | -176.5% | -97.5% |
| 10Y | -93.4% | +314.1% | -407.5% | -98.9% |
| All | -98.4% | +705.5% | -803.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling