+54.8%
DRUG vs SPY
+21.3%
+33.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -6.0% |
| 7D | -8.7% | +0.3% | -9.0% | -9.2% |
| 30D | -12.1% | +0.2% | -12.3% | -12.6% |
| 3M | -8.6% | +2.8% | -11.4% | -12.5% |
| 6M | -15.0% | +14.3% | -29.2% | -32.4% |
| YTD | -12.8% | +14.0% | -26.8% | -30.3% |
| All | +54.8% | +21.3% | +33.5% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling