+904.1%
BAX vs VICR
+12,032.5%
-11,128.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.6% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | -5.5% | -13.9% | +8.5% | -4.6% |
| 3M | +33.5% | -38.4% | +71.9% | +36.9% |
| 6M | +35.9% | -7.2% | +43.1% | +33.1% |
| YTD | +35.4% | +72.0% | -36.7% | +25.4% |
| 1Y | +9.8% | +263.3% | -253.5% | -5.1% |
| 3Y | -32.7% | +173.3% | -206.0% | -42.3% |
| 5Y | -65.6% | +47.3% | -112.9% | -70.2% |
| 10Y | -34.9% | +1,495.2% | -1,530.1% | -55.6% |
| All | +904.1% | +12,032.5% | -11,128.4% | +403.5% |
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 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