+44,214.5%
AMGN vs VICR
+11,731.3%
+32,483.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | 0.0% |
| 7D | -11.6% | +1.3% | -12.9% | -11.8% |
| 30D | -5.7% | -11.9% | +6.3% | -4.7% |
| 3M | +14.2% | -35.1% | +49.4% | +17.8% |
| 6M | +5.2% | +8.1% | -3.0% | +0.5% |
| YTD | +22.0% | +67.8% | -45.8% | +10.0% |
| 1Y | +43.6% | +267.3% | -223.7% | +17.0% |
| 3Y | +65.0% | +191.2% | -126.2% | +31.4% |
| 5Y | +112.0% | +48.1% | +64.0% | +71.0% |
| 10Y | +216.6% | +1,546.1% | -1,329.6% | +73.7% |
| All | +44,214.5% | +11,731.3% | +32,483.2% | +13,745.3% |
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 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