+950.2%
BSX vs VICR
+2,409.7%
-1,459.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +0.6% |
| 7D | -7.0% | +1.3% | -8.3% | -7.2% |
| 30D | -10.9% | -11.9% | +1.0% | -9.7% |
| 3M | -8.2% | -35.1% | +27.0% | -4.8% |
| 6M | -37.5% | +8.1% | -45.6% | -41.1% |
| YTD | -52.8% | +67.8% | -120.6% | -58.6% |
| 1Y | -58.4% | +267.3% | -325.7% | -67.7% |
| 3Y | -16.5% | +191.2% | -207.7% | -36.8% |
| 5Y | -1.0% | +48.1% | -49.1% | -23.4% |
| 10Y | +91.2% | +1,546.1% | -1,454.9% | -5.0% |
| All | +950.2% | +2,409.7% | -1,459.5% | +230.1% |
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