+20.7%
BMY vs VICR
+178.2%
-157.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -1.0% |
| 7D | -6.4% | -0.4% | -6.0% | -6.4% |
| 30D | +0.2% | -15.6% | +15.8% | +0.2% |
| 3M | +16.0% | -35.4% | +51.3% | +15.7% |
| 6M | +8.3% | +1.3% | +7.0% | +6.9% |
| YTD | +22.2% | +62.5% | -40.3% | +19.8% |
| 1Y | +41.7% | +255.5% | -213.8% | +37.7% |
| All | +20.7% | +178.2% | -157.5% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling