+113.4%
CSCO vs VICR
+42.6%
+70.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.3% | -1.6% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | -10.8% | -15.6% | +4.8% | -9.7% |
| 3M | -9.2% | -35.4% | +26.2% | -6.5% |
| 6M | +39.5% | +1.3% | +38.3% | +36.7% |
| YTD | +41.5% | +62.5% | -20.9% | +32.5% |
| 1Y | +61.0% | +255.5% | -194.5% | +39.7% |
| 3Y | +105.2% | +182.0% | -76.8% | +76.0% |
| 5Y | +113.4% | +42.9% | +70.5% | +75.8% |
| All | +113.4% | +42.6% | +70.9% | +75.8% |
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