+390.2%
LLY vs VICR
+46.6%
+343.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.1% |
| 7D | -3.1% | +1.3% | -4.3% | -3.1% |
| 30D | -8.6% | -11.9% | +3.3% | -8.4% |
| 3M | -1.6% | -35.1% | +33.5% | -0.9% |
| 6M | +11.8% | +8.1% | +3.7% | +10.0% |
| YTD | +5.1% | +67.8% | -62.7% | +1.4% |
| 1Y | +50.7% | +267.3% | -216.6% | +40.6% |
| 3Y | +95.7% | +191.2% | -95.5% | +81.6% |
| 5Y | +390.2% | +48.1% | +342.1% | +374.8% |
| All | +390.2% | +46.6% | +343.6% | +374.8% |
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