+182.3%
VICR vs BIIB
-17.2%
+199.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.7% |
| 7D | -0.4% | -4.0% | +3.6% | +0.6% |
| 30D | -15.6% | +5.7% | -21.2% | -17.0% |
| 3M | -35.4% | +10.9% | -46.3% | -38.3% |
| 6M | +1.3% | +14.3% | -13.1% | -4.3% |
| YTD | +62.5% | +22.4% | +40.0% | +49.5% |
| 1Y | +255.5% | +51.1% | +204.4% | +201.7% |
| All | +182.3% | -17.2% | +199.5% | +203.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling