+34,247.0%
CTSH vs VICR
+1,423.4%
+32,823.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.5% | -9.1% | -4.6% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +12.4% | -13.9% | +26.3% | +14.6% |
| 3M | +17.4% | -38.4% | +55.8% | +23.6% |
| 6M | -3.1% | -7.2% | +4.1% | -10.2% |
| YTD | -23.6% | +72.0% | -95.6% | -38.6% |
| 1Y | -10.8% | +263.3% | -274.1% | -40.0% |
| 3Y | -8.3% | +173.3% | -181.6% | -40.2% |
| 5Y | -11.3% | +47.3% | -58.6% | -40.8% |
| 10Y | +22.6% | +1,495.2% | -1,472.6% | -59.3% |
| All | +34,247.0% | +1,423.4% | +32,823.6% | +6,820.4% |
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