+91.3%
ABBV vs VICR
+209.3%
-117.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.3% | +1.0% |
| 7D | +0.3% | +5.0% | -4.7% | +0.3% |
| 30D | +3.4% | -12.5% | +15.8% | +3.2% |
| 3M | +15.2% | -33.6% | +48.8% | +14.8% |
| 6M | +14.7% | +10.7% | +4.0% | +14.1% |
| YTD | +15.2% | +80.6% | -65.4% | +15.1% |
| 1Y | +20.4% | +288.4% | -268.0% | +20.5% |
| 3Y | +91.3% | +213.8% | -122.4% | +90.3% |
| All | +91.3% | +209.3% | -117.9% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling