-52.9%
NVO vs VICR
+209.3%
-262.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.2% | -13.3% | -2.8% |
| 7D | -7.6% | +5.0% | -12.5% | -7.9% |
| 30D | -6.0% | -12.5% | +6.5% | -5.4% |
| 3M | -0.8% | -33.6% | +32.8% | +0.9% |
| 6M | +16.5% | +10.7% | +5.8% | +11.4% |
| YTD | -11.1% | +80.6% | -91.7% | -19.2% |
| 1Y | -16.7% | +288.4% | -305.1% | -29.9% |
| 3Y | -52.9% | +213.8% | -266.7% | -59.4% |
| All | -52.9% | +209.3% | -262.2% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling