+520.6%
CIEN vs VICR
+42.6%
+478.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.1% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | -13.7% | -15.6% | +1.9% | -9.5% |
| 3M | -23.0% | -35.4% | +12.3% | -13.9% |
| 6M | -0.8% | +1.3% | -2.1% | -2.5% |
| YTD | +43.1% | +62.5% | -19.4% | +25.1% |
| 1Y | +157.6% | +255.5% | -97.8% | +84.7% |
| 3Y | +593.8% | +182.0% | +411.8% | +394.1% |
| 5Y | +520.6% | +42.9% | +477.7% | +323.9% |
| All | +520.6% | +42.6% | +478.0% | +323.9% |
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