+601.8%
VEEV vs VICR
+2,212.8%
-1,611.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.7% |
| 7D | -7.1% | +1.3% | -8.4% | -7.4% |
| 30D | +11.1% | -11.9% | +23.1% | +12.9% |
| 3M | +55.5% | -35.1% | +90.7% | +62.6% |
| 6M | +33.4% | +8.1% | +25.2% | +21.2% |
| YTD | +16.8% | +67.8% | -50.9% | -4.7% |
| 1Y | -7.7% | +267.3% | -275.0% | -37.7% |
| 3Y | +18.4% | +191.2% | -172.8% | -23.1% |
| 5Y | -14.8% | +48.1% | -62.9% | -41.3% |
| 10Y | +546.5% | +1,546.1% | -999.6% | +130.0% |
| All | +601.8% | +2,212.8% | -1,611.0% | +156.1% |
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