-34.6%
MYGN vs SPY
+2,123.3%
-2,157.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | -1.2% | -0.4% | -0.9% | -0.8% |
| 30D | -1.8% | -1.4% | -0.5% | -0.2% |
| 3M | -29.7% | +3.7% | -33.4% | -33.0% |
| 6M | -33.7% | +13.0% | -46.7% | -42.7% |
| YTD | -48.1% | +12.4% | -60.5% | -54.9% |
| 1Y | -54.2% | +18.5% | -72.8% | -62.4% |
| 3Y | -80.1% | +77.6% | -157.7% | -89.6% |
| 5Y | -90.6% | +81.7% | -172.3% | -95.1% |
| 10Y | -84.3% | +319.7% | -403.9% | -96.5% |
| All | -34.6% | +2,123.3% | -2,157.9% | -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 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