+695.6%
AVGO vs VICR
+42.6%
+653.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.3% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | -13.3% | -15.6% | +2.3% | -10.5% |
| 3M | -2.9% | -35.4% | +32.5% | +4.5% |
| 6M | +5.7% | +1.3% | +4.4% | +0.6% |
| YTD | +4.6% | +62.5% | -57.8% | -11.9% |
| 1Y | -1.6% | +255.5% | -257.1% | -32.1% |
| 3Y | +336.2% | +182.0% | +154.2% | +197.7% |
| 5Y | +695.6% | +42.9% | +652.7% | +465.1% |
| All | +695.6% | +42.6% | +653.1% | +465.1% |
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