+151.4%
ADBE vs VICR
+1,679.8%
-1,528.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.8% | -0.2% |
| 7D | -5.4% | +5.0% | -10.3% | -6.1% |
| 30D | -2.5% | -12.5% | +10.0% | -1.3% |
| 3M | +15.3% | -33.6% | +48.9% | +19.0% |
| 6M | -7.8% | +10.7% | -18.5% | -16.0% |
| YTD | -27.9% | +80.6% | -108.5% | -41.2% |
| 1Y | -28.0% | +288.4% | -316.4% | -50.5% |
| 3Y | -55.3% | +213.8% | -269.1% | -70.5% |
| 5Y | -61.7% | +58.8% | -120.6% | -73.1% |
| All | +151.4% | +1,679.8% | -1,528.3% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling