+269.4%
TEVA vs VICR
+209.3%
+60.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.2% | -9.1% | +1.2% |
| 7D | +2.0% | +5.0% | -3.0% | +1.6% |
| 30D | +1.0% | -12.5% | +13.4% | +1.7% |
| 3M | +7.3% | -33.6% | +40.9% | +9.5% |
| 6M | +21.7% | +10.7% | +11.1% | +16.5% |
| YTD | +18.8% | +80.6% | -61.7% | +8.5% |
| 1Y | +86.5% | +288.4% | -201.9% | +59.1% |
| 3Y | +269.4% | +213.8% | +55.6% | +193.3% |
| All | +269.4% | +209.3% | +60.1% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling