+70.6%
FBIOP vs SPY
+242.6%
-172.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | -11.1% | +2.0% | -13.0% | -11.9% |
| 6M | +32.5% | +13.0% | +19.5% | +26.0% |
| YTD | +97.6% | +13.5% | +84.0% | +87.3% |
| 1Y | +114.5% | +20.0% | +94.6% | +98.9% |
| 3Y | +90.2% | +77.2% | +13.0% | +46.1% |
| 5Y | +4.3% | +81.9% | -77.6% | -21.5% |
| All | +70.6% | +242.6% | -172.0% | +3.5% |
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