-62.0%
ALNY vs VICR
+76.0%
-137.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.1% | +11.9% | +0.6% |
| 7D | -30.7% | -26.6% | -4.1% | -31.1% |
| 30D | -26.7% | -47.9% | +21.2% | -28.1% |
| 3M | -26.4% | -29.8% | +3.3% | -27.1% |
| 6M | -45.9% | -36.6% | -9.3% | -46.5% |
| YTD | -59.5% | +45.1% | -104.6% | -63.3% |
| 1Y | -62.0% | +80.0% | -142.0% | -65.9% |
| All | -62.0% | +76.0% | -137.9% | -65.9% |
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