+174.9%
NVS vs VICR
+1,679.8%
-1,504.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -0.7% |
| 7D | -14.3% | +5.0% | -19.2% | -14.5% |
| 30D | -10.0% | -12.5% | +2.5% | -9.6% |
| 3M | -10.9% | -33.6% | +22.7% | -9.9% |
| 6M | -12.0% | +10.7% | -22.6% | -13.8% |
| YTD | +2.5% | +80.6% | -78.1% | -2.3% |
| 1Y | +10.7% | +288.4% | -277.7% | +1.2% |
| 3Y | +53.3% | +213.8% | -160.5% | +38.7% |
| 5Y | +93.6% | +58.8% | +34.8% | +78.6% |
| All | +174.9% | +1,679.8% | -1,504.9% | +98.6% |
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 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