+32,355.3%
AVGO vs VICR
+2,607.9%
+29,747.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.4% | +2.4% |
| 7D | -0.3% | +9.8% | -10.2% | -2.6% |
| 30D | -13.8% | -12.6% | -1.2% | -11.5% |
| 3M | -6.9% | -29.7% | +22.8% | -0.9% |
| 6M | +11.9% | +18.8% | -6.9% | +1.5% |
| YTD | +6.9% | +76.4% | -69.5% | -14.0% |
| 1Y | +7.4% | +282.4% | -274.9% | -30.6% |
| 3Y | +345.6% | +206.2% | +139.4% | +184.5% |
| 5Y | +718.9% | +53.9% | +665.0% | +452.6% |
| 10Y | +2,755.4% | +1,572.3% | +1,183.0% | +830.7% |
| All | +32,355.3% | +2,607.9% | +29,747.5% | +8,413.3% |
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