+108.6%
ASML vs VICR
+47.8%
+60.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +2.8% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +2.2% | -13.9% | +16.1% | +5.7% |
| 3M | -2.3% | -38.4% | +36.1% | +8.8% |
| 6M | +23.0% | -7.2% | +30.2% | +19.5% |
| YTD | +61.1% | +72.0% | -11.0% | +33.3% |
| 1Y | +129.1% | +263.3% | -134.2% | +53.8% |
| 3Y | +165.4% | +173.3% | -7.9% | +75.4% |
| All | +108.6% | +47.8% | +60.8% | +46.1% |
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