+53,289.7%
IDXX vs VICR
+2,142.6%
+51,147.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.5% | -1.9% |
| 7D | -5.7% | +5.0% | -10.7% | -6.5% |
| 30D | -11.5% | -12.5% | +0.9% | -10.4% |
| 3M | -9.5% | -33.6% | +24.1% | -6.5% |
| 6M | -16.0% | +10.7% | -26.6% | -21.3% |
| YTD | -25.4% | +80.6% | -106.0% | -35.6% |
| 1Y | -21.8% | +288.4% | -310.1% | -40.5% |
| 3Y | +7.0% | +213.8% | -206.8% | -20.6% |
| 5Y | -26.0% | +58.8% | -84.8% | -43.0% |
| 10Y | +358.9% | +1,671.8% | -1,312.9% | +136.1% |
| All | +53,289.7% | +2,142.6% | +51,147.1% | +17,992.5% |
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