+45.9%
CSCO vs VICR
+76.0%
-30.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -11.1% | +11.8% | +1.6% |
| 7D | -6.1% | -26.6% | +20.5% | -3.6% |
| 30D | -8.2% | -47.9% | +39.8% | -3.7% |
| 3M | -14.6% | -29.8% | +15.2% | -12.9% |
| 6M | +12.7% | -36.6% | +49.3% | +14.9% |
| YTD | +37.0% | +45.1% | -8.1% | +34.9% |
| 1Y | +45.9% | +80.0% | -34.1% | +42.7% |
| All | +45.9% | +76.0% | -30.0% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling