+24.3%
ILMN vs VICR
+1,679.8%
-1,655.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.2% | -8.6% | +0.7% |
| 7D | -5.4% | +5.0% | -10.4% | -6.3% |
| 30D | +7.0% | -12.5% | +19.5% | +8.8% |
| 3M | +24.2% | -33.6% | +57.8% | +29.9% |
| 6M | +69.9% | +10.7% | +59.2% | +56.8% |
| YTD | +57.4% | +80.6% | -23.2% | +30.2% |
| 1Y | +107.9% | +288.4% | -180.5% | +45.2% |
| 3Y | +37.1% | +213.8% | -176.7% | -7.5% |
| 5Y | -53.7% | +58.8% | -112.5% | -67.1% |
| All | +24.3% | +1,679.8% | -1,655.4% | -47.4% |
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