+1,149.8%
NBIX vs VICR
+1,057.7%
+92.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -2.7% |
| 7D | +0.4% | +5.0% | -4.6% | -1.0% |
| 30D | -0.2% | -12.5% | +12.3% | +2.1% |
| 3M | -4.0% | -33.6% | +29.6% | +1.7% |
| 6M | +20.6% | +10.7% | +9.9% | +8.6% |
| YTD | +10.1% | +80.6% | -70.4% | -13.3% |
| 1Y | +8.8% | +288.4% | -279.6% | -30.5% |
| 3Y | +42.5% | +213.8% | -171.3% | -13.7% |
| 5Y | +61.5% | +58.8% | +2.6% | -0.4% |
| 10Y | +217.6% | +1,671.8% | -1,454.2% | -17.6% |
| All | +1,149.8% | +1,057.7% | +92.1% | +131.8% |
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 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