+2,939.2%
CMCSA vs VICR
+12,339.4%
-9,400.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.9% |
| 7D | +0.1% | +9.8% | -9.7% | -1.1% |
| 30D | +3.8% | -12.6% | +16.4% | +5.2% |
| 3M | +12.3% | -29.7% | +42.0% | +15.2% |
| 6M | -15.4% | +18.8% | -34.2% | -21.3% |
| YTD | -2.5% | +76.4% | -78.9% | -15.0% |
| 1Y | -13.4% | +282.4% | -295.7% | -33.4% |
| 3Y | -30.4% | +206.2% | -236.5% | -47.9% |
| 5Y | -45.0% | +53.9% | -98.9% | -57.9% |
| 10Y | +10.2% | +1,572.3% | -1,562.1% | -45.9% |
| All | +2,939.2% | +12,339.4% | -9,400.1% | +750.9% |
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 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