+68.3%
DGX vs VICR
+57.6%
+10.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.5% | +1.7% |
| 7D | -0.9% | +5.0% | -5.9% | -0.9% |
| 30D | -1.2% | -12.5% | +11.3% | -1.2% |
| 3M | +15.8% | -33.6% | +49.4% | +15.7% |
| 6M | +18.2% | +10.7% | +7.5% | +17.9% |
| YTD | +37.2% | +80.6% | -43.4% | +36.9% |
| 1Y | +30.4% | +288.4% | -258.0% | +29.9% |
| 3Y | +96.7% | +213.8% | -117.1% | +95.5% |
| All | +68.3% | +57.6% | +10.7% | +68.5% |
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 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