+216.6%
SUPN vs VT
+219.7%
-3.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -4.7% | -2.3% | -2.4% | -4.1% |
| 30D | -6.7% | -5.0% | -1.7% | -5.4% |
| 3M | -12.8% | -4.9% | -7.9% | -11.6% |
| 6M | -17.0% | -1.5% | -15.4% | -16.7% |
| YTD | -6.0% | +8.5% | -14.5% | -7.9% |
| 1Y | +5.8% | +11.4% | -5.6% | +3.0% |
| 3Y | +72.5% | +70.1% | +2.4% | +55.3% |
| 5Y | +97.2% | +53.7% | +43.4% | +85.7% |
| 10Y | +49.2% | +220.0% | -170.8% | +2.5% |
| All | +216.6% | +219.7% | -3.1% | +119.0% |
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 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