-18.5%
INFY vs VICR
+14.4%
-32.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.2% | -9.7% | +2.9% |
| 7D | -5.4% | +5.0% | -10.3% | -4.8% |
| 30D | -9.9% | -12.5% | +2.6% | -11.2% |
| 3M | -4.6% | -33.6% | +29.0% | -7.5% |
| 6M | -18.5% | +10.7% | -29.1% | -20.7% |
| All | -18.5% | +14.4% | -32.8% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling