+3.5%
NEPH vs SPY
+322.5%
-319.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | +10.1% | -0.8% | +10.9% | +10.6% |
| 30D | +2.5% | -1.1% | +3.6% | +3.2% |
| 3M | +34.2% | +3.9% | +30.4% | +31.1% |
| 6M | +13.7% | +13.6% | +0.1% | +5.3% |
| YTD | -8.4% | +12.7% | -21.1% | -14.7% |
| 1Y | +6.2% | +17.5% | -11.3% | -3.8% |
| 3Y | +192.2% | +76.9% | +115.3% | +100.0% |
| 5Y | -48.1% | +83.6% | -131.7% | -65.2% |
| All | +3.5% | +322.5% | -319.0% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling