-54.1%
ILMN vs VICR
+46.6%
-100.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -2.2% |
| 7D | -3.9% | +1.3% | -5.1% | -4.1% |
| 30D | +6.9% | -11.9% | +18.8% | +8.3% |
| 3M | +28.1% | -35.1% | +63.2% | +33.3% |
| 6M | +65.0% | +8.1% | +56.8% | +53.9% |
| YTD | +56.3% | +67.8% | -11.5% | +33.4% |
| 1Y | +108.7% | +267.3% | -158.6% | +52.6% |
| 3Y | +33.1% | +191.2% | -158.1% | -6.1% |
| 5Y | -54.1% | +48.1% | -102.2% | -65.6% |
| All | -54.1% | +46.6% | -100.7% | -65.6% |
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 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