+6,653.5%
ABT vs VICR
+12,339.4%
-5,685.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.8% |
| 7D | -3.1% | +9.8% | -13.0% | -3.8% |
| 30D | -2.1% | -12.6% | +10.5% | -1.4% |
| 3M | +17.4% | -29.7% | +47.1% | +19.1% |
| 6M | -2.4% | +18.8% | -21.2% | -6.5% |
| YTD | -14.2% | +76.4% | -90.6% | -20.9% |
| 1Y | -18.3% | +282.4% | -300.7% | -30.0% |
| 3Y | +11.5% | +206.2% | -194.7% | -6.1% |
| 5Y | -9.9% | +53.9% | -63.8% | -22.9% |
| 10Y | +204.4% | +1,572.3% | -1,368.0% | +104.8% |
| All | +6,653.5% | +12,339.4% | -5,685.9% | +2,709.7% |
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