biotech

The chart shows the growth of an initial investment of $10,000 in biotech , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Jul 12, 2022, biotech 's average daily return is +0.11%, while the average monthly return is +2.27%. At this rate, an investment would double in approximately 2.6 years.

Historically, 57% of months were positive and 43% were negative. The best month was Mar 2024 with a return of +21.5%, while the worst month was Sep 2022 at -15.9%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, biotech closed higher 52% of trading days. The best single day was Mar 31, 2025 with a return of +17.5%, while the worst single day was Apr 1, 2025 at -8.5%.

biotech has an annualized alpha of 13.72%, beta of 0.88, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since July 12, 2022.

• This portfolio captured 127.81% of S&P 500 Index gains but only 93.49% of its losses — a favorable profile for investors.
• R² of 0.23 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

biotech has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

biotech ranks 22 for risk / return — below 22% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

biotech Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 1.77
• All Time: 0.88

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.20 to 3.00, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of biotech compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the biotech . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the biotech was 28.62%, occurring on Nov 9, 2022. Recovery took 331 trading sessions.

The current biotech drawdown is 4.77%.

The chart below shows the rolling one-month volatility.