+1,753.7%
BMY vs VICR
+12,339.4%
-10,585.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -3.4% |
| 7D | -3.3% | +9.8% | -13.2% | -4.0% |
| 30D | 0.0% | -12.6% | +12.6% | +0.7% |
| 3M | +17.7% | -29.7% | +47.4% | +19.5% |
| 6M | +9.6% | +18.8% | -9.2% | +5.6% |
| YTD | +24.0% | +76.4% | -52.4% | +15.4% |
| 1Y | +45.1% | +282.4% | -237.2% | +26.5% |
| 3Y | +22.5% | +206.2% | -183.7% | +4.9% |
| 5Y | +22.3% | +53.9% | -31.6% | +5.9% |
| 10Y | +62.0% | +1,572.3% | -1,510.4% | +8.3% |
| All | +1,753.7% | +12,339.4% | -10,585.7% | +753.1% |
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