+141.3%
DRUG vs VOO
+112.7%
+28.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -10.5% | +0.1% | -10.6% | -10.5% |
| 30D | -18.5% | +0.1% | -18.6% | -18.6% |
| 3M | -12.5% | +2.0% | -14.5% | -12.9% |
| 6M | -17.8% | +13.0% | -30.9% | -19.7% |
| YTD | -16.5% | +13.6% | -30.1% | -18.4% |
| 1Y | +48.3% | +20.1% | +28.2% | +44.4% |
| 3Y | +2,889.0% | +77.6% | +2,811.4% | +2,228.9% |
| 5Y | +134.8% | +82.4% | +52.4% | +75.4% |
| All | +141.3% | +112.7% | +28.6% | +138.4% |
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