+58.0%
ILMN vs VICR
+1,016.5%
-958.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.2% |
| 7D | +0.7% | +21.9% | -21.2% | -2.9% |
| 30D | -22.7% | -38.4% | +15.6% | -16.4% |
| 3M | +8.6% | -27.2% | +35.8% | +12.8% |
| 6M | +43.8% | -43.7% | +87.5% | +51.6% |
| YTD | +59.8% | +50.3% | +9.5% | +35.0% |
| 1Y | +71.8% | +74.6% | -2.8% | +40.7% |
| 3Y | +119.0% | +351.2% | -232.2% | +36.2% |
| 5Y | -43.8% | +2.5% | -46.3% | -56.7% |
| All | +58.0% | +1,016.5% | -958.6% | -25.6% |
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