+270.9%
ZBH vs VICR
+1,067.1%
-796.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +1.0% |
| 7D | -4.9% | +1.3% | -6.2% | -5.1% |
| 30D | -3.2% | -11.9% | +8.7% | -2.2% |
| 3M | +5.8% | -35.1% | +41.0% | +9.1% |
| 6M | +2.0% | +8.1% | -6.2% | -3.6% |
| YTD | +5.8% | +67.8% | -62.0% | -6.2% |
| 1Y | -7.9% | +267.3% | -275.2% | -27.3% |
| 3Y | -19.4% | +191.2% | -210.6% | -38.0% |
| 5Y | -29.5% | +48.1% | -77.6% | -44.4% |
| 10Y | -15.5% | +1,546.1% | -1,561.7% | -56.3% |
| All | +270.9% | +1,067.1% | -796.3% | +47.9% |
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