+10.7%
NVS vs VICR
+293.8%
-283.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -0.1% |
| 7D | -14.3% | +5.0% | -19.2% | -14.2% |
| 30D | -10.0% | -12.5% | +2.5% | -9.9% |
| 3M | -10.9% | -33.6% | +22.7% | -10.9% |
| 6M | -12.0% | +10.7% | -22.6% | -14.0% |
| YTD | +2.5% | +80.6% | -78.1% | -0.3% |
| 1Y | +10.7% | +288.4% | -277.7% | +7.4% |
| All | +10.7% | +293.8% | -283.1% | +7.4% |
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 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