+1.8%
CTSH vs VICR
+336.6%
-334.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.8% |
| 7D | -2.1% | +8.3% | -10.4% | -1.9% |
| 30D | +1.4% | -35.2% | +36.6% | +0.6% |
| 3M | +7.5% | -29.8% | +37.3% | +6.9% |
| 6M | +39.6% | -48.6% | +88.1% | +39.0% |
| YTD | -22.3% | +45.1% | -67.4% | -28.9% |
| 1Y | -12.0% | +79.6% | -91.5% | -21.0% |
| 3Y | +1.8% | +335.4% | -333.6% | -20.5% |
| All | +1.8% | +336.6% | -334.8% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling