+22,510.4%
SYK vs VICR
+11,356.8%
+11,153.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.6% |
| 7D | -12.3% | -0.4% | -11.9% | -12.4% |
| 30D | -22.4% | -15.6% | -6.9% | -21.3% |
| 3M | -12.3% | -35.4% | +23.0% | -9.7% |
| 6M | -24.3% | +1.3% | -25.6% | -27.6% |
| YTD | -22.8% | +62.5% | -85.2% | -30.7% |
| 1Y | -28.8% | +255.5% | -284.2% | -42.5% |
| 3Y | -4.0% | +182.0% | -186.0% | -24.1% |
| 5Y | +3.8% | +42.9% | -39.1% | -16.1% |
| 10Y | +172.8% | +1,494.0% | -1,321.2% | +55.0% |
| All | +22,510.4% | +11,356.8% | +11,153.6% | +7,178.2% |
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