+55.7%
LLY vs VICR
+272.1%
-216.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -0.8% |
| 7D | -2.1% | +0.4% | -2.6% | -2.1% |
| 30D | -1.6% | -13.9% | +12.3% | -1.8% |
| 3M | +2.3% | -38.4% | +40.7% | +2.4% |
| 6M | +14.9% | -7.2% | +22.1% | +12.6% |
| YTD | +7.5% | +72.0% | -64.6% | +4.7% |
| 1Y | +55.7% | +263.3% | -207.6% | +47.9% |
| All | +55.7% | +272.1% | -216.4% | +47.9% |
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