-100.0%
SHPH vs VT
+86.2%
-186.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.2% | +10.6% | +10.7% |
| 7D | +8.4% | -2.3% | +10.8% | +9.7% |
| 30D | +18.6% | -5.0% | +23.5% | +21.6% |
| 3M | +27.5% | -4.9% | +32.4% | +30.8% |
| 6M | -28.4% | -1.5% | -26.9% | -28.1% |
| YTD | -69.0% | +8.5% | -77.5% | -70.6% |
| 1Y | -78.1% | +11.4% | -89.5% | -79.5% |
| 3Y | -99.5% | +70.1% | -169.5% | -99.6% |
| All | -100.0% | +86.2% | -186.2% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling