+6.1%
CMCSA vs VICR
+1,679.8%
-1,673.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | -0.8% |
| 7D | -4.9% | +5.0% | -9.8% | -5.3% |
| 30D | -1.1% | -12.5% | +11.4% | -0.2% |
| 3M | +6.6% | -33.6% | +40.2% | +9.1% |
| 6M | -15.5% | +10.7% | -26.1% | -19.3% |
| YTD | -6.7% | +80.6% | -87.2% | -16.3% |
| 1Y | -15.6% | +288.4% | -304.0% | -31.6% |
| 3Y | -33.7% | +213.8% | -247.5% | -47.4% |
| 5Y | -46.6% | +58.8% | -105.5% | -56.3% |
| All | +6.1% | +1,679.8% | -1,673.7% | -40.6% |
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 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