+55.7%
DRUG vs SPY
+19.4%
+36.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.6% |
| 7D | -5.5% | +0.5% | -6.1% | -6.5% |
| 30D | -15.7% | -0.9% | -14.7% | -14.5% |
| 3M | +2.5% | +3.9% | -1.4% | -4.1% |
| 6M | -13.0% | +14.5% | -27.5% | -30.9% |
| YTD | -14.3% | +12.9% | -27.2% | -30.3% |
| 1Y | +55.7% | +19.4% | +36.4% | -5.2% |
| All | +55.7% | +19.4% | +36.3% | -5.2% |
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