+50.0%
BMY vs VICR
+272.1%
-222.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.3% | -1.8% |
| 7D | +0.4% | +0.4% | -0.1% | +0.4% |
| 30D | +5.0% | -13.9% | +18.9% | +4.9% |
| 3M | +19.4% | -38.4% | +57.8% | +18.6% |
| 6M | +9.5% | -7.2% | +16.7% | +6.8% |
| YTD | +28.1% | +72.0% | -44.0% | +23.6% |
| 1Y | +50.0% | +263.3% | -213.3% | +41.8% |
| All | +50.0% | +272.1% | -222.1% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling