+7.0%
IDXX vs VICR
+209.3%
-202.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.5% | -1.0% |
| 7D | -5.7% | +5.0% | -10.7% | -6.0% |
| 30D | -11.5% | -12.5% | +0.9% | -11.0% |
| 3M | -9.5% | -33.6% | +24.1% | -8.2% |
| 6M | -16.0% | +10.7% | -26.6% | -20.7% |
| YTD | -25.4% | +80.6% | -106.0% | -34.0% |
| 1Y | -21.8% | +288.4% | -310.1% | -37.7% |
| 3Y | +7.0% | +213.8% | -206.8% | -12.3% |
| All | +7.0% | +209.3% | -202.2% | -12.3% |
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