+195.4%
NEPH vs SPY
+75.5%
+119.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +8.1% | -2.0% | +10.1% | +9.1% |
| 30D | +5.9% | -1.7% | +7.5% | +6.7% |
| 3M | +41.2% | +4.7% | +36.5% | +38.6% |
| 6M | +10.5% | +12.5% | -2.0% | +5.7% |
| YTD | -7.4% | +11.7% | -19.1% | -11.1% |
| 1Y | +5.9% | +17.5% | -11.6% | 0.0% |
| All | +195.4% | +75.5% | +119.9% | +148.5% |
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 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