+3,224.5%
DRUG vs SPY
+80.4%
+3,144.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.4% |
| 7D | -10.5% | +0.1% | -10.6% | -10.4% |
| 30D | -18.5% | +0.1% | -18.6% | -18.5% |
| 3M | -12.5% | +2.0% | -14.5% | -12.0% |
| 6M | -17.8% | +13.0% | -30.9% | -12.5% |
| YTD | -16.5% | +13.5% | -30.0% | -10.9% |
| 1Y | +48.3% | +20.0% | +28.3% | +67.3% |
| All | +3,224.5% | +80.4% | +3,144.1% | +2,710.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling