+339.7%
AVGO vs VICR
+187.3%
+152.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | 0.0% |
| 7D | -0.8% | +1.3% | -2.0% | -1.1% |
| 30D | -13.7% | -11.9% | -1.8% | -11.6% |
| 3M | -6.9% | -35.1% | +28.2% | +0.8% |
| 6M | +5.8% | +8.1% | -2.4% | -2.2% |
| YTD | +5.7% | +67.8% | -62.1% | -15.3% |
| 1Y | +9.0% | +267.3% | -258.3% | -32.2% |
| All | +339.7% | +187.3% | +152.4% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling