+33,579.1%
NVO vs VICR
+11,356.8%
+22,222.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +1.9% | -1.0% |
| 7D | -7.4% | -0.4% | -7.0% | -7.4% |
| 30D | -5.5% | -15.6% | +10.1% | -4.5% |
| 3M | +4.1% | -35.4% | +39.5% | +6.6% |
| 6M | +19.3% | +1.3% | +18.1% | +16.1% |
| YTD | -9.2% | +62.5% | -71.6% | -15.5% |
| 1Y | -15.0% | +255.5% | -270.5% | -26.6% |
| 3Y | -50.9% | +182.0% | -232.9% | -58.0% |
| 5Y | -0.9% | +42.9% | -43.8% | -14.2% |
| 10Y | +152.4% | +1,494.0% | -1,341.6% | +68.2% |
| All | +33,579.1% | +11,356.8% | +22,222.3% | +17,050.6% |
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