+159.7%
GILD vs VICR
+1,679.8%
-1,520.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.2% | -11.9% | -1.2% |
| 7D | -4.8% | +5.0% | -9.8% | -5.0% |
| 30D | +5.8% | -12.5% | +18.3% | +6.2% |
| 3M | +14.9% | -33.6% | +48.5% | +16.2% |
| 6M | -0.4% | +10.7% | -11.0% | -2.6% |
| YTD | +18.5% | +80.6% | -62.0% | +12.6% |
| 1Y | +25.1% | +288.4% | -263.2% | +13.4% |
| 3Y | +105.9% | +213.8% | -107.9% | +84.5% |
| 5Y | +143.0% | +58.8% | +84.1% | +121.6% |
| All | +159.7% | +1,679.8% | -1,520.0% | +59.1% |
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