+543.1%
VEEV vs VICR
+1,679.8%
-1,136.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -1.2% |
| 7D | -4.6% | +5.0% | -9.6% | -5.5% |
| 30D | +8.6% | -12.5% | +21.1% | +10.4% |
| 3M | +62.4% | -33.6% | +96.0% | +68.8% |
| 6M | +40.3% | +10.7% | +29.6% | +27.5% |
| YTD | +17.5% | +80.6% | -63.0% | -4.8% |
| 1Y | -6.1% | +288.4% | -294.5% | -36.5% |
| 3Y | +16.7% | +213.8% | -197.1% | -24.4% |
| 5Y | -13.3% | +58.8% | -72.2% | -40.3% |
| All | +543.1% | +1,679.8% | -1,136.6% | +150.7% |
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