+16.1%
ENTG vs VICR
+42.6%
-26.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.8% | -2.8% |
| 7D | +5.1% | -0.4% | +5.5% | +5.3% |
| 30D | -8.5% | -15.6% | +7.0% | -3.1% |
| 3M | +6.7% | -35.4% | +42.1% | +24.1% |
| 6M | +17.7% | +1.3% | +16.5% | +15.1% |
| YTD | +63.5% | +62.5% | +1.0% | +36.2% |
| 1Y | +73.6% | +255.5% | -181.9% | +9.5% |
| 3Y | +44.6% | +182.0% | -137.4% | -10.9% |
| 5Y | +16.1% | +42.9% | -26.8% | -20.7% |
| All | +16.1% | +42.6% | -26.5% | -20.7% |
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