+504.9%
ABBV vs VICR
+1,679.8%
-1,174.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.3% | +0.4% |
| 7D | +0.3% | +5.0% | -4.7% | 0.0% |
| 30D | +3.4% | -12.5% | +15.8% | +3.8% |
| 3M | +15.2% | -33.6% | +48.8% | +16.6% |
| 6M | +14.7% | +10.7% | +4.0% | +11.8% |
| YTD | +15.2% | +80.6% | -65.4% | +8.9% |
| 1Y | +20.4% | +288.4% | -268.0% | +8.1% |
| 3Y | +91.3% | +213.8% | -122.4% | +69.5% |
| 5Y | +189.6% | +58.8% | +130.7% | +163.2% |
| All | +504.9% | +1,679.8% | -1,174.9% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling