-23.3%
DRUG vs VT
+73.9%
-97.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.1% | +13.3% | +8.8% |
| 7D | -63.5% | -4.2% | -59.3% | -63.6% |
| 30D | -57.1% | -5.8% | -51.3% | -57.3% |
| 3M | -74.1% | -5.2% | -68.9% | -74.2% |
| 6M | -76.0% | +0.1% | -76.1% | -76.0% |
| YTD | -73.5% | +8.2% | -81.7% | -73.2% |
| 1Y | -60.3% | +10.1% | -70.4% | -59.7% |
| 3Y | +1,468.2% | +69.7% | +1,398.5% | +1,231.7% |
| 5Y | -48.1% | +53.4% | -101.5% | -55.4% |
| All | -23.3% | +73.9% | -97.2% | -23.4% |
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