-17.1%
CTSH vs VICR
+46.6%
-63.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.7% |
| 7D | -8.2% | +1.3% | -9.5% | -8.3% |
| 30D | +0.4% | -11.9% | +12.3% | +0.7% |
| 3M | +10.6% | -35.1% | +45.7% | +11.7% |
| 6M | -8.8% | +8.1% | -17.0% | -13.3% |
| YTD | -28.6% | +67.8% | -96.4% | -35.6% |
| 1Y | -15.9% | +267.3% | -283.2% | -30.8% |
| 3Y | -13.9% | +191.2% | -205.1% | -30.5% |
| 5Y | -17.1% | +48.1% | -65.2% | -33.2% |
| All | -17.1% | +46.6% | -63.7% | -33.2% |
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