+197.1%
ABT vs VICR
+1,679.8%
-1,482.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.2% | -12.5% | -2.1% |
| 7D | -5.9% | +5.0% | -10.9% | -6.2% |
| 30D | -8.1% | -12.5% | +4.4% | -7.5% |
| 3M | +14.5% | -33.6% | +48.1% | +16.4% |
| 6M | -6.3% | +10.7% | -17.0% | -10.3% |
| YTD | -17.1% | +80.6% | -97.7% | -24.7% |
| 1Y | -21.4% | +288.4% | -309.7% | -34.3% |
| 3Y | +5.9% | +213.8% | -207.9% | -13.4% |
| 5Y | -12.8% | +58.8% | -71.6% | -26.8% |
| All | +197.1% | +1,679.8% | -1,482.6% | +69.6% |
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