+192.5%
JNJ vs VICR
+1,679.8%
-1,487.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.4% | -0.5% |
| 7D | -3.5% | +5.0% | -8.5% | -3.6% |
| 30D | +2.3% | -12.5% | +14.8% | +2.5% |
| 3M | +12.0% | -33.6% | +45.6% | +12.7% |
| 6M | +10.5% | +10.7% | -0.2% | +8.7% |
| YTD | +30.4% | +80.6% | -50.2% | +25.9% |
| 1Y | +52.1% | +288.4% | -236.2% | +42.4% |
| 3Y | +77.8% | +213.8% | -136.0% | +65.0% |
| 5Y | +82.9% | +58.8% | +24.0% | +72.7% |
| All | +192.5% | +1,679.8% | -1,487.2% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling