+51.2%
JNJ vs VICR
+76.0%
-24.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -11.1% | +15.0% | +3.3% |
| 7D | +1.9% | -26.6% | +28.5% | +0.7% |
| 30D | +9.2% | -47.9% | +57.2% | +6.5% |
| 3M | +8.9% | -29.8% | +38.7% | +7.7% |
| 6M | +24.6% | -36.6% | +61.2% | +22.5% |
| YTD | +35.7% | +45.1% | -9.5% | +37.5% |
| 1Y | +51.2% | +80.0% | -28.8% | +54.2% |
| All | +51.2% | +76.0% | -24.8% | +54.2% |
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