+163.5%
CIEN vs VICR
+1,117.8%
-954.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.5% |
| 7D | -5.3% | +9.8% | -15.1% | -8.2% |
| 30D | -17.2% | -12.6% | -4.6% | -13.4% |
| 3M | -26.9% | -29.7% | +2.8% | -18.8% |
| 6M | +16.0% | +18.8% | -2.8% | +6.1% |
| YTD | +45.9% | +76.4% | -30.5% | +15.5% |
| 1Y | +186.8% | +282.4% | -95.6% | +70.9% |
| 3Y | +607.8% | +206.2% | +401.6% | +313.0% |
| 5Y | +506.7% | +53.9% | +452.8% | +274.2% |
| 10Y | +1,438.7% | +1,572.3% | -133.6% | +222.6% |
| All | +163.5% | +1,117.8% | -954.3% | -68.0% |
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