+78.9%
INFY vs VICR
+1,679.8%
-1,600.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.2% | -9.7% | +0.5% |
| 7D | -5.4% | +5.0% | -10.3% | -5.9% |
| 30D | -9.9% | -12.5% | +2.6% | -9.1% |
| 3M | -4.6% | -33.6% | +29.0% | -2.5% |
| 6M | -18.5% | +10.7% | -29.1% | -23.3% |
| YTD | -36.5% | +80.6% | -117.1% | -44.4% |
| 1Y | -32.8% | +288.4% | -321.1% | -47.2% |
| 3Y | -32.2% | +213.8% | -246.0% | -48.0% |
| 5Y | -44.7% | +58.8% | -103.5% | -56.1% |
| All | +78.9% | +1,679.8% | -1,600.9% | +8.4% |
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