+94.0%
NVS vs VICR
+57.6%
+36.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -0.3% |
| 7D | -14.3% | +5.0% | -19.2% | -14.3% |
| 30D | -10.0% | -12.5% | +2.5% | -9.9% |
| 3M | -10.9% | -33.6% | +22.7% | -10.7% |
| 6M | -12.0% | +10.7% | -22.6% | -12.7% |
| YTD | +2.5% | +80.6% | -78.1% | +1.0% |
| 1Y | +10.7% | +288.4% | -277.7% | +7.9% |
| 3Y | +53.3% | +213.8% | -160.5% | +49.2% |
| All | +94.0% | +57.6% | +36.3% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling