+216.5%
AZN vs VICR
+1,679.8%
-1,463.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.8% | -0.1% |
| 7D | -1.6% | +5.0% | -6.5% | -1.8% |
| 30D | +1.1% | -12.5% | +13.5% | +1.4% |
| 3M | -12.1% | -33.6% | +21.5% | -11.2% |
| 6M | -17.1% | +10.7% | -27.8% | -19.0% |
| YTD | -12.0% | +80.6% | -92.6% | -16.4% |
| 1Y | -0.2% | +288.4% | -288.6% | -9.4% |
| 3Y | +26.8% | +213.8% | -187.0% | +13.9% |
| 5Y | +56.9% | +58.8% | -2.0% | +42.9% |
| All | +216.5% | +1,679.8% | -1,463.3% | +124.5% |
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