+60.4%
AMGN vs VICR
+272.1%
-211.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.0% | -1.5% |
| 7D | +1.1% | +0.4% | +0.7% | +1.1% |
| 30D | +7.8% | -13.9% | +21.8% | +7.6% |
| 3M | +27.3% | -38.4% | +65.7% | +26.8% |
| 6M | +16.8% | -7.2% | +24.0% | +14.7% |
| YTD | +36.3% | +72.0% | -35.7% | +34.7% |
| 1Y | +60.4% | +263.3% | -202.9% | +59.3% |
| All | +60.4% | +272.1% | -211.7% | +59.3% |
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 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