+56.4%
VICR vs BIIB
-28.1%
+84.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.8% | +10.4% | +10.9% |
| 7D | +5.0% | -1.7% | +6.6% | +5.4% |
| 30D | -12.5% | +4.0% | -16.4% | -13.6% |
| 3M | -33.6% | +8.6% | -42.2% | -36.1% |
| 6M | +10.7% | +14.0% | -3.3% | +4.9% |
| YTD | +80.6% | +23.4% | +57.2% | +66.3% |
| 1Y | +288.4% | +45.9% | +242.5% | +237.5% |
| 3Y | +213.8% | -16.1% | +229.9% | +218.0% |
| All | +56.4% | -28.1% | +84.4% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling