+36.0%
NVS vs VICR
+76.0%
-40.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -11.1% | +14.7% | +3.4% |
| 7D | +5.7% | -26.6% | +32.3% | +5.3% |
| 30D | +17.1% | -47.9% | +65.0% | +16.1% |
| 3M | +7.6% | -29.8% | +37.4% | +7.1% |
| 6M | +14.1% | -36.6% | +50.7% | +12.3% |
| YTD | +23.3% | +45.1% | -21.8% | +16.5% |
| 1Y | +36.0% | +80.0% | -44.0% | +26.2% |
| All | +36.0% | +76.0% | -40.0% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling