+80.0%
VICR vs BIIB
+68.6%
+11.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.2% | -13.4% | -11.2% |
| 7D | -26.6% | +4.3% | -30.8% | -26.7% |
| 30D | -47.9% | +13.8% | -61.8% | -48.7% |
| 3M | -29.8% | +22.1% | -51.8% | -31.1% |
| 6M | -36.6% | +35.9% | -72.6% | -39.6% |
| YTD | +45.1% | +44.6% | +0.5% | +38.5% |
| 1Y | +80.0% | +70.4% | +9.6% | +68.0% |
| All | +80.0% | +68.6% | +11.4% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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