+1,118.6%
ABBV vs VICR
+3,466.8%
-2,348.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.1% |
| 7D | -4.3% | +9.8% | -14.2% | -4.8% |
| 30D | +1.1% | -12.6% | +13.7% | +1.7% |
| 3M | +12.3% | -29.7% | +42.0% | +13.6% |
| 6M | +9.8% | +18.8% | -9.1% | +5.9% |
| YTD | +11.5% | +76.4% | -64.9% | +4.1% |
| 1Y | +22.3% | +282.4% | -260.1% | +7.1% |
| 3Y | +85.2% | +206.2% | -121.0% | +59.5% |
| 5Y | +170.8% | +53.9% | +116.9% | +138.8% |
| 10Y | +485.4% | +1,572.3% | -1,086.9% | +242.4% |
| All | +1,118.6% | +3,466.8% | -2,348.2% | +567.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling