+95.6%
LLY vs VICR
+201.6%
-106.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.3% |
| 7D | -3.1% | +9.8% | -13.0% | -3.4% |
| 30D | -5.1% | -12.6% | +7.5% | -4.9% |
| 3M | -2.1% | -29.7% | +27.6% | -1.5% |
| 6M | +13.8% | +18.8% | -5.0% | +10.7% |
| YTD | +5.1% | +76.4% | -71.3% | -0.6% |
| 1Y | +53.1% | +282.4% | -229.2% | +37.5% |
| 3Y | +95.6% | +206.2% | -110.5% | +81.9% |
| All | +95.6% | +201.6% | -106.0% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling