+167.6%
SYK vs VICR
+1,501.2%
-1,333.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.7% |
| 7D | -12.3% | -0.4% | -11.9% | -12.4% |
| 30D | -22.4% | -15.6% | -6.9% | -21.5% |
| 3M | -12.3% | -35.4% | +23.0% | -10.2% |
| 6M | -24.3% | +1.3% | -25.6% | -27.9% |
| YTD | -22.8% | +62.5% | -85.2% | -31.2% |
| 1Y | -28.8% | +255.5% | -284.2% | -43.2% |
| 3Y | -4.0% | +182.0% | -186.0% | -25.0% |
| 5Y | +3.8% | +42.9% | -39.1% | -16.1% |
| All | +167.6% | +1,501.2% | -1,333.6% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling