-13.1%
DRUG vs SPY
+109.6%
-122.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.4% |
| 7D | +23.7% | -0.9% | +24.6% | +23.8% |
| 30D | -56.6% | -2.4% | -54.2% | -56.4% |
| 3M | -70.8% | -1.2% | -69.6% | -70.7% |
| 6M | -72.9% | +3.3% | -76.2% | -73.1% |
| YTD | -70.0% | +12.3% | -82.2% | -70.6% |
| 1Y | -60.4% | +12.4% | -72.9% | -61.2% |
| 3Y | +1,838.0% | +78.8% | +1,759.2% | +1,390.0% |
| 5Y | -30.6% | +75.2% | -105.8% | -48.1% |
| All | -13.1% | +109.6% | -122.8% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling