+42.3%
BBIO vs VICR
+57.6%
-15.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.2% | -2.3% |
| 7D | -3.2% | +5.0% | -8.2% | -4.3% |
| 30D | -13.6% | -12.5% | -1.1% | -11.9% |
| 3M | +7.2% | -33.6% | +40.8% | +13.4% |
| 6M | +1.5% | +10.7% | -9.2% | -8.0% |
| YTD | -5.3% | +80.6% | -85.9% | -24.4% |
| 1Y | +37.7% | +288.4% | -250.6% | -11.4% |
| 3Y | +153.9% | +213.8% | -59.9% | +56.0% |
| All | +42.3% | +57.6% | -15.4% | -21.5% |
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 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