+1,725.8%
CVS vs VICR
+12,339.4%
-10,613.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | -1.6% | +9.8% | -11.4% | -2.4% |
| 30D | +0.4% | -12.6% | +13.0% | +1.3% |
| 3M | -0.4% | -29.7% | +29.3% | +1.4% |
| 6M | +25.1% | +18.8% | +6.3% | +20.0% |
| YTD | +23.9% | +76.4% | -52.5% | +14.0% |
| 1Y | +41.1% | +282.4% | -241.3% | +20.1% |
| 3Y | +63.6% | +206.2% | -142.6% | +36.8% |
| 5Y | +31.5% | +53.9% | -22.4% | +11.4% |
| 10Y | +40.5% | +1,572.3% | -1,531.8% | -10.9% |
| All | +1,725.8% | +12,339.4% | -10,613.6% | +669.9% |
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