+93.9%
ILMN vs VICR
+76.0%
+17.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.1% | +6.2% | -3.7% |
| 7D | -21.6% | -26.6% | +5.0% | -19.0% |
| 30D | -22.9% | -47.9% | +25.1% | -18.8% |
| 3M | +11.6% | -29.8% | +41.4% | +14.3% |
| 6M | +62.5% | -36.6% | +99.2% | +63.1% |
| YTD | +72.7% | +45.1% | +27.6% | +46.3% |
| 1Y | +93.9% | +80.0% | +13.8% | +54.8% |
| All | +93.9% | +76.0% | +17.9% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling