-96.1%
JBIO vs SPY
+77.0%
-173.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -7.1% |
| 7D | -10.1% | -0.8% | -9.3% | -9.7% |
| 30D | -22.9% | -1.1% | -21.9% | -22.4% |
| 3M | +11.3% | +3.9% | +7.4% | +8.1% |
| 6M | +27.6% | +13.6% | +14.0% | +16.9% |
| YTD | +15.9% | +12.7% | +3.3% | +6.7% |
| 1Y | +130.5% | +17.5% | +113.0% | +107.9% |
| 3Y | -96.1% | +76.9% | -173.0% | -98.4% |
| All | -96.1% | +77.0% | -173.1% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling