+163.6%
CYTK vs VT
+360.7%
-197.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +2.9% |
| 7D | -8.0% | -0.7% | -7.3% | -6.8% |
| 30D | -6.8% | -1.7% | -5.0% | -4.6% |
| 3M | -23.4% | -2.3% | -21.1% | -21.3% |
| 6M | -21.5% | +1.5% | -23.0% | -22.9% |
| YTD | -7.9% | +12.0% | -19.9% | -19.0% |
| 1Y | -12.0% | +12.9% | -24.9% | -23.3% |
| 3Y | +80.1% | +74.9% | +5.1% | -3.7% |
| 5Y | +48.1% | +59.9% | -11.8% | -12.0% |
| 10Y | +422.6% | +224.6% | +198.0% | +41.7% |
| All | +163.6% | +360.7% | -197.0% | -32.8% |
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