+80,969.6%
ASML vs VICR
+855.4%
+80,114.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.7% | -3.7% | +2.6% |
| 7D | -9.0% | -23.1% | +14.1% | -2.2% |
| 30D | -21.0% | -48.1% | +27.1% | -6.2% |
| 3M | -16.3% | -32.8% | +16.5% | -9.3% |
| 6M | -7.5% | -47.6% | +40.1% | +3.7% |
| YTD | +34.0% | +34.0% | 0.0% | +12.4% |
| 1Y | +39.3% | +65.0% | -25.7% | +9.8% |
| 3Y | +128.9% | +277.1% | -148.2% | +28.2% |
| 5Y | +76.1% | -5.3% | +81.4% | +28.7% |
| 10Y | +1,428.4% | +1,075.0% | +353.3% | +372.8% |
| All | +80,969.6% | +855.4% | +80,114.3% | +14,692.1% |
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 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