-53.6%
BSX vs VICR
+76.0%
-129.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -11.1% | +16.5% | +4.9% |
| 7D | +8.0% | -26.6% | +34.6% | +7.1% |
| 30D | +8.1% | -47.9% | +56.0% | +6.8% |
| 3M | -6.7% | -29.8% | +23.1% | -7.4% |
| 6M | -19.4% | -36.6% | +17.2% | -22.4% |
| YTD | -51.9% | +45.1% | -97.1% | -57.2% |
| 1Y | -53.6% | +80.0% | -133.7% | -59.0% |
| All | -53.6% | +76.0% | -129.6% | -59.0% |
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