+22,727.9%
LLY vs VICR
+10,497.2%
+12,230.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | +4.6% | +21.9% | -17.3% | +2.8% |
| 30D | +22.4% | -38.4% | +60.7% | +26.4% |
| 3M | +17.1% | -27.2% | +44.3% | +18.4% |
| 6M | +44.6% | -43.7% | +88.3% | +47.3% |
| YTD | +33.5% | +50.3% | -16.8% | +22.4% |
| 1Y | +41.1% | +74.6% | -33.4% | +27.5% |
| 3Y | +143.8% | +351.2% | -207.4% | +94.0% |
| 5Y | +473.4% | +2.5% | +470.9% | +397.2% |
| 10Y | +2,035.0% | +1,031.9% | +1,003.1% | +1,277.2% |
| All | +22,727.9% | +10,497.2% | +12,230.8% | +8,746.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling