+173.8%
CAH vs VICR
+209.3%
-35.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.8% | -0.5% |
| 7D | -5.1% | +5.0% | -10.1% | -5.0% |
| 30D | +0.2% | -12.5% | +12.7% | +0.1% |
| 3M | +6.3% | -33.6% | +39.9% | +6.0% |
| 6M | +9.4% | +10.7% | -1.3% | +8.7% |
| YTD | +15.0% | +80.6% | -65.6% | +14.4% |
| 1Y | +55.4% | +288.4% | -232.9% | +54.7% |
| 3Y | +173.8% | +213.8% | -40.0% | +181.6% |
| All | +173.8% | +209.3% | -35.5% | +181.6% |
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