+5,264.0%
BDX vs VICR
+11,356.8%
-6,092.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.6% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | -2.2% | -15.6% | +13.4% | -1.2% |
| 3M | +20.1% | -35.4% | +55.5% | +22.5% |
| 6M | +9.1% | +1.3% | +7.8% | +5.9% |
| YTD | +17.9% | +62.5% | -44.6% | +9.8% |
| 1Y | +22.1% | +255.5% | -233.4% | +5.9% |
| 3Y | -10.5% | +182.0% | -192.5% | -23.4% |
| 5Y | -2.6% | +42.9% | -45.5% | -15.6% |
| 10Y | +57.5% | +1,494.0% | -1,436.5% | +5.9% |
| All | +5,264.0% | +11,356.8% | -6,092.8% | +2,403.5% |
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