+5.8%
VEEV vs VICR
+76.0%
-70.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -11.1% | +13.6% | +1.8% |
| 7D | -2.3% | -26.6% | +24.3% | -4.0% |
| 30D | +9.6% | -47.9% | +57.5% | +5.8% |
| 3M | +46.6% | -29.8% | +76.4% | +44.5% |
| 6M | +82.5% | -36.6% | +119.1% | +77.7% |
| YTD | +39.2% | +45.1% | -6.0% | +26.1% |
| 1Y | +5.8% | +80.0% | -74.2% | -6.8% |
| All | +5.8% | +76.0% | -70.1% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling