-100.0%
VBIO vs SPY
+73.7%
-173.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -7.7% |
| 7D | -21.4% | -2.0% | -19.4% | -19.8% |
| 30D | -71.6% | -1.7% | -70.0% | -71.3% |
| 3M | -89.0% | +4.7% | -93.7% | -89.6% |
| 6M | -90.8% | +12.5% | -103.3% | -91.9% |
| YTD | -93.9% | +11.7% | -105.7% | -94.6% |
| 1Y | -97.1% | +17.5% | -114.5% | -97.5% |
| 3Y | -99.8% | +76.6% | -176.4% | -99.9% |
| All | -100.0% | +73.7% | -173.7% | -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