+40.0%
CVS vs VICR
+1,679.8%
-1,639.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.8% | -1.3% |
| 7D | -2.2% | +5.0% | -7.1% | -2.5% |
| 30D | -0.1% | -12.5% | +12.4% | +0.5% |
| 3M | -5.2% | -33.6% | +28.4% | -3.7% |
| 6M | +26.9% | +10.7% | +16.2% | +23.3% |
| YTD | +22.1% | +80.6% | -58.5% | +14.2% |
| 1Y | +30.8% | +288.4% | -257.6% | +15.1% |
| 3Y | +54.4% | +213.8% | -159.4% | +33.8% |
| 5Y | +33.4% | +58.8% | -25.5% | +18.1% |
| All | +40.0% | +1,679.8% | -1,639.7% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling