-11.3%
ABT vs VICR
+57.6%
-68.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.2% | -12.5% | -1.6% |
| 7D | -5.9% | +5.0% | -10.9% | -6.0% |
| 30D | -8.1% | -12.5% | +4.4% | -7.9% |
| 3M | +14.5% | -33.6% | +48.1% | +15.2% |
| 6M | -6.3% | +10.7% | -17.0% | -8.8% |
| YTD | -17.1% | +80.6% | -97.7% | -21.5% |
| 1Y | -21.4% | +288.4% | -309.7% | -28.9% |
| 3Y | +5.9% | +213.8% | -207.9% | -5.4% |
| All | -11.3% | +57.6% | -68.9% | -22.6% |
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 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