+141.3%
DRUG vs VT
+85.3%
+56.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -10.5% | +0.4% | -11.0% | -10.5% |
| 30D | -18.5% | +1.0% | -19.5% | -18.5% |
| 3M | -12.5% | +2.4% | -14.9% | -12.5% |
| 6M | -17.8% | +12.0% | -29.8% | -17.1% |
| YTD | -16.5% | +15.3% | -31.8% | -15.1% |
| 1Y | +48.3% | +22.6% | +25.7% | +53.4% |
| 3Y | +2,889.0% | +74.7% | +2,814.3% | +2,523.6% |
| 5Y | +134.8% | +66.1% | +68.7% | +102.7% |
| All | +141.3% | +85.3% | +56.0% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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