+210,871.1%
CSCO vs VICR
+12,032.4%
+198,838.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -4.9% | -0.5% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -10.1% | -13.9% | +3.8% | -7.9% |
| 3M | -15.7% | -38.4% | +22.7% | -9.3% |
| 6M | +36.3% | -7.2% | +43.5% | +30.8% |
| YTD | +43.8% | +72.0% | -28.2% | +20.6% |
| 1Y | +63.9% | +263.3% | -199.4% | +16.0% |
| 3Y | +104.4% | +173.3% | -68.9% | +40.8% |
| 5Y | +111.4% | +47.3% | +64.0% | +47.5% |
| 10Y | +361.7% | +1,495.2% | -1,133.5% | +66.9% |
| All | +210,871.1% | +12,032.4% | +198,838.7% | +34,637.5% |
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