+252.4%
ALKS vs VT
+345.0%
-92.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.1% | +0.8% |
| 7D | -1.8% | -4.2% | +2.3% | +2.0% |
| 30D | +6.9% | -5.8% | +12.7% | +12.8% |
| 3M | -10.2% | -5.2% | -5.0% | -5.8% |
| 6M | +22.9% | +0.1% | +22.7% | +22.0% |
| YTD | +59.2% | +8.2% | +51.0% | +47.5% |
| 1Y | +43.4% | +10.1% | +33.2% | +30.7% |
| 3Y | +79.7% | +69.7% | +10.0% | +9.1% |
| 5Y | +46.9% | +53.4% | -6.5% | -3.9% |
| 10Y | -14.3% | +219.2% | -233.5% | -72.2% |
| All | +252.4% | +345.0% | -92.6% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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