+236.1%
ALNY vs VICR
+1,679.8%
-1,443.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.7% | -0.9% |
| 7D | -6.5% | +5.0% | -11.5% | -7.2% |
| 30D | +11.0% | -12.5% | +23.5% | +12.4% |
| 3M | -14.1% | -33.6% | +19.5% | -11.5% |
| 6M | -22.4% | +10.7% | -33.1% | -28.1% |
| YTD | -37.5% | +80.6% | -118.0% | -46.9% |
| 1Y | -46.9% | +288.4% | -335.3% | -61.0% |
| 3Y | +22.1% | +213.8% | -191.7% | -12.9% |
| 5Y | +31.2% | +58.8% | -27.7% | -2.4% |
| All | +236.1% | +1,679.8% | -1,443.7% | +7.3% |
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