+61.6%
NBIX vs VICR
+57.6%
+3.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -0.9% |
| 7D | +0.4% | +5.0% | -4.6% | 0.0% |
| 30D | -0.2% | -12.5% | +12.3% | +0.4% |
| 3M | -4.0% | -33.6% | +29.6% | -2.5% |
| 6M | +20.6% | +10.7% | +9.9% | +16.9% |
| YTD | +10.1% | +80.6% | -70.4% | +2.9% |
| 1Y | +8.8% | +288.4% | -279.6% | -4.3% |
| 3Y | +42.5% | +213.8% | -171.3% | +24.3% |
| All | +61.6% | +57.6% | +3.9% | +38.7% |
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