+84.0%
ASML vs VICR
+1.5%
+82.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.9% |
| 7D | +10.4% | +21.9% | -11.5% | +4.8% |
| 30D | -12.7% | -38.4% | +25.6% | -2.5% |
| 3M | -17.2% | -27.2% | +10.0% | -12.6% |
| 6M | -1.3% | -43.7% | +42.4% | +8.7% |
| YTD | +40.8% | +50.3% | -9.5% | +17.7% |
| 1Y | +45.2% | +74.6% | -29.3% | +16.7% |
| 3Y | +131.8% | +351.2% | -219.4% | +33.1% |
| 5Y | +84.0% | +2.5% | +81.5% | +45.1% |
| All | +84.0% | +1.5% | +82.6% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling