-14.4%
DRUG vs VOO
+108.8%
-123.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +0.5% | +2.6% | -2.1% | 0.0% |
| 30D | -54.4% | -2.0% | -52.4% | -54.2% |
| 3M | -70.4% | -2.8% | -67.6% | -70.2% |
| 6M | -72.7% | +2.2% | -74.8% | -72.8% |
| YTD | -70.4% | +11.5% | -81.9% | -71.0% |
| 1Y | -60.4% | +13.5% | -73.9% | -61.2% |
| 3Y | +1,794.3% | +78.1% | +1,716.2% | +1,357.2% |
| 5Y | -27.3% | +73.1% | -100.5% | -45.5% |
| All | -14.4% | +108.8% | -123.2% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling