+162.9%
BBIO vs VICR
+582.9%
-420.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.2% | -2.7% |
| 7D | -3.2% | +5.0% | -8.2% | -4.5% |
| 30D | -13.6% | -12.5% | -1.1% | -11.6% |
| 3M | +7.2% | -33.6% | +40.8% | +14.6% |
| 6M | +1.5% | +10.7% | -9.2% | -9.8% |
| YTD | -5.3% | +80.6% | -85.9% | -27.7% |
| 1Y | +37.7% | +288.4% | -250.6% | -18.4% |
| 3Y | +153.9% | +213.8% | -59.9% | +42.1% |
| 5Y | +43.9% | +58.8% | -15.0% | -13.2% |
| All | +162.9% | +582.9% | -420.0% | -11.9% |
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