+84.2%
JNJ vs VICR
+57.6%
+26.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.4% | -0.1% |
| 7D | -3.5% | +5.0% | -8.5% | -3.4% |
| 30D | +2.3% | -12.5% | +14.8% | +2.2% |
| 3M | +12.0% | -33.6% | +45.6% | +11.6% |
| 6M | +10.5% | +10.7% | -0.2% | +10.4% |
| YTD | +30.4% | +80.6% | -50.2% | +30.9% |
| 1Y | +52.1% | +288.4% | -236.2% | +53.5% |
| 3Y | +77.8% | +213.8% | -136.0% | +79.4% |
| All | +84.2% | +57.6% | +26.5% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling