-21.5%
ZBH vs VICR
+209.3%
-230.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.0% | +1.2% |
| 7D | -4.7% | +5.0% | -9.6% | -4.7% |
| 30D | -4.5% | -12.5% | +8.0% | -4.5% |
| 3M | +7.6% | -33.6% | +41.2% | +7.5% |
| 6M | +0.3% | +10.7% | -10.4% | -1.9% |
| YTD | +4.5% | +80.6% | -76.0% | +0.5% |
| 1Y | -9.4% | +288.4% | -297.8% | -16.0% |
| 3Y | -21.5% | +213.8% | -235.3% | -26.0% |
| All | -21.5% | +209.3% | -230.8% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling