+187.2%
ABBV vs VICR
+42.6%
+144.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.6% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | +2.0% | -15.6% | +17.5% | +1.8% |
| 3M | +14.2% | -35.4% | +49.5% | +13.9% |
| 6M | +14.1% | +1.3% | +12.8% | +13.6% |
| YTD | +14.2% | +62.5% | -48.2% | +14.0% |
| 1Y | +24.2% | +255.5% | -231.2% | +24.1% |
| 3Y | +89.8% | +182.0% | -92.2% | +89.2% |
| 5Y | +187.2% | +42.9% | +144.3% | +181.1% |
| All | +187.2% | +42.6% | +144.6% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling