-5.9%
ABT vs VICR
+76.0%
-81.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -11.1% | +16.7% | +4.7% |
| 7D | +12.5% | -26.6% | +39.1% | +10.2% |
| 30D | +16.1% | -47.9% | +64.1% | +11.6% |
| 3M | +10.2% | -29.8% | +40.0% | +8.4% |
| 6M | +33.7% | -36.6% | +70.3% | +29.8% |
| YTD | -5.5% | +45.1% | -50.7% | -9.4% |
| 1Y | -5.9% | +80.0% | -85.9% | -8.5% |
| All | -5.9% | +76.0% | -81.9% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling