-99.6%
NEPH vs SPY
+909.8%
-1,009.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +4.3% |
| 7D | +7.1% | -0.4% | +7.5% | +7.5% |
| 30D | +3.2% | -1.4% | +4.6% | +5.1% |
| 3M | +39.1% | +3.7% | +35.4% | +32.8% |
| 6M | +12.7% | +13.0% | -0.3% | -3.3% |
| YTD | -7.4% | +12.4% | -19.8% | -20.0% |
| 1Y | +2.7% | +18.5% | -15.8% | -17.5% |
| 3Y | +177.3% | +77.6% | +99.7% | +24.2% |
| 5Y | -48.2% | +81.7% | -129.8% | -77.9% |
| 10Y | +6.9% | +319.7% | -312.8% | -89.3% |
| All | -99.6% | +909.8% | -1,009.4% | -100.0% |
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 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