-43.2%
ILMN vs VICR
+7.1%
-50.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.5% |
| 7D | -6.0% | +5.7% | -11.7% | -6.9% |
| 30D | -23.0% | -35.2% | +12.2% | -18.3% |
| 3M | +10.4% | -20.3% | +30.7% | +12.5% |
| 6M | +49.4% | -46.3% | +95.7% | +57.4% |
| YTD | +62.3% | +53.4% | +9.0% | +39.0% |
| 1Y | +73.7% | +81.6% | -7.9% | +44.2% |
| 3Y | +122.5% | +360.5% | -238.0% | +43.7% |
| 5Y | -43.2% | +4.4% | -47.6% | -54.5% |
| All | -43.2% | +7.1% | -50.2% | -54.5% |
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