-62.2%
DRUG vs SPY
+11.8%
-73.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.6% |
| 7D | +9.9% | +3.3% | +6.6% | +5.5% |
| 30D | -55.7% | -2.7% | -53.0% | -54.0% |
| 3M | -71.3% | -1.7% | -69.6% | -70.8% |
| 6M | -73.1% | +3.1% | -76.2% | -75.0% |
| YTD | -70.9% | +11.9% | -82.8% | -77.2% |
| 1Y | -62.2% | +12.0% | -74.2% | -69.9% |
| All | -62.2% | +11.8% | -73.9% | -69.9% |
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