+1,500.5%
CIEN vs VICR
+1,679.8%
-179.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +11.2% | -6.7% | +1.5% |
| 7D | +8.9% | +5.0% | +3.9% | +7.4% |
| 30D | -19.1% | -12.5% | -6.6% | -16.4% |
| 3M | -21.5% | -33.6% | +12.1% | -13.4% |
| 6M | +2.8% | +10.7% | -7.8% | -1.5% |
| YTD | +49.5% | +80.6% | -31.1% | +26.7% |
| 1Y | +163.8% | +288.4% | -124.6% | +83.7% |
| 3Y | +615.8% | +213.8% | +402.0% | +394.3% |
| 5Y | +548.4% | +58.8% | +489.5% | +368.9% |
| All | +1,500.5% | +1,679.8% | -179.3% | +552.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling