+224.4%
MRK vs VICR
+1,679.8%
-1,455.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.7% | -0.8% |
| 7D | -4.3% | +5.0% | -9.2% | -4.4% |
| 30D | +8.3% | -12.5% | +20.8% | +8.5% |
| 3M | +20.0% | -33.6% | +53.6% | +20.8% |
| 6M | +25.7% | +10.7% | +15.0% | +23.5% |
| YTD | +38.7% | +80.6% | -41.8% | +33.7% |
| 1Y | +74.7% | +288.4% | -213.7% | +63.1% |
| 3Y | +45.4% | +213.8% | -168.4% | +34.7% |
| 5Y | +129.0% | +58.8% | +70.2% | +117.0% |
| All | +224.4% | +1,679.8% | -1,455.4% | +120.3% |
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