+1,768.6%
DRUG vs VOO
+78.8%
+1,689.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.4% |
| 7D | +4.9% | -0.6% | +5.5% | +4.8% |
| 30D | -58.2% | -3.6% | -54.5% | -59.0% |
| 3M | -72.0% | -2.7% | -69.3% | -72.4% |
| 6M | -73.6% | +2.2% | -75.8% | -73.2% |
| YTD | -71.0% | +10.9% | -81.9% | -69.2% |
| 1Y | -61.9% | +11.3% | -73.2% | -59.5% |
| 3Y | +1,768.6% | +76.9% | +1,691.7% | +1,408.2% |
| All | +1,768.6% | +78.8% | +1,689.8% | +1,408.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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