+1,579.5%
GSK vs VICR
+12,339.4%
-10,759.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -2.9% |
| 7D | -4.2% | +9.8% | -14.0% | -4.8% |
| 30D | -7.5% | -12.6% | +5.1% | -6.9% |
| 3M | -3.3% | -29.7% | +26.4% | -1.9% |
| 6M | -9.3% | +18.8% | -28.2% | -12.6% |
| YTD | +1.6% | +76.4% | -74.8% | -5.4% |
| 1Y | +25.5% | +282.4% | -256.9% | +9.5% |
| 3Y | +49.3% | +206.2% | -156.9% | +28.0% |
| 5Y | +46.7% | +53.9% | -7.2% | +27.3% |
| 10Y | +76.8% | +1,572.3% | -1,495.5% | +17.9% |
| All | +1,579.5% | +12,339.4% | -10,759.9% | +592.0% |
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 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