+2,383.0%
INFY vs VICR
+1,817.1%
+565.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.2% | -9.7% | -0.5% |
| 7D | -5.4% | +5.0% | -10.3% | -6.3% |
| 30D | -9.9% | -12.5% | +2.6% | -8.4% |
| 3M | -4.6% | -33.6% | +29.0% | -0.8% |
| 6M | -18.5% | +10.7% | -29.1% | -25.9% |
| YTD | -36.5% | +80.6% | -117.1% | -48.3% |
| 1Y | -32.8% | +288.4% | -321.1% | -53.6% |
| 3Y | -32.2% | +213.8% | -246.0% | -55.0% |
| 5Y | -44.7% | +58.8% | -103.5% | -62.0% |
| 10Y | +82.3% | +1,671.8% | -1,589.5% | -35.8% |
| All | +2,383.0% | +1,817.1% | +565.9% | +728.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling