+103.4%
AMGN vs VICR
+57.6%
+45.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.2% | -12.5% | -1.5% |
| 7D | -13.7% | +5.0% | -18.7% | -13.8% |
| 30D | -8.8% | -12.5% | +3.7% | -8.7% |
| 3M | +7.2% | -33.6% | +40.8% | +7.7% |
| 6M | +1.3% | +10.7% | -9.4% | -0.1% |
| YTD | +17.6% | +80.6% | -62.9% | +14.5% |
| 1Y | +37.2% | +288.4% | -251.2% | +30.6% |
| 3Y | +57.7% | +213.8% | -156.1% | +48.5% |
| All | +103.4% | +57.6% | +45.8% | +88.6% |
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