-24.5%
CGNX vs VICR
+57.6%
-82.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.2% | -7.1% | +1.6% |
| 7D | +3.2% | +5.0% | -1.8% | +1.9% |
| 30D | +6.0% | -12.5% | +18.5% | +8.9% |
| 3M | +3.5% | -33.6% | +37.1% | +11.7% |
| 6M | +26.3% | +10.7% | +15.6% | +19.3% |
| YTD | +79.2% | +80.6% | -1.3% | +51.8% |
| 1Y | +43.8% | +288.4% | -244.6% | +2.1% |
| 3Y | +52.0% | +213.8% | -161.8% | +4.2% |
| All | -24.5% | +57.6% | -82.1% | -45.2% |
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