+191.4%
SPYM vs BBIO
+136.7%
+54.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.8% | -3.2% | +2.4% | -0.5% |
| 30D | -1.1% | -13.6% | +12.5% | 0.0% |
| 3M | +3.9% | +7.2% | -3.4% | +3.2% |
| 6M | +13.6% | +1.5% | +12.2% | +13.2% |
| YTD | +12.7% | -5.3% | +18.0% | +12.6% |
| 1Y | +17.6% | +37.7% | -20.1% | +14.0% |
| 3Y | +77.2% | +153.9% | -76.7% | +61.3% |
| 5Y | +84.1% | +43.9% | +40.3% | +55.1% |
| All | +191.4% | +136.7% | +54.7% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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