+14,091.2%
INTC vs VICR
+12,339.4%
+1,751.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.5% | +6.5% | +8.5% |
| 7D | +17.4% | +9.8% | +7.6% | +15.1% |
| 30D | +2.8% | -12.6% | +15.4% | +5.6% |
| 3M | -5.3% | -29.7% | +24.4% | +1.8% |
| 6M | +140.6% | +18.8% | +121.8% | +128.9% |
| YTD | +183.1% | +76.4% | +106.7% | +147.6% |
| 1Y | +326.8% | +282.4% | +44.4% | +212.8% |
| 3Y | +179.4% | +206.2% | -26.7% | +100.8% |
| 5Y | +111.7% | +53.9% | +57.8% | +58.9% |
| 10Y | +253.8% | +1,572.3% | -1,318.5% | +49.5% |
| All | +14,091.2% | +12,339.4% | +1,751.8% | +2,968.9% |
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