+1,076.7%
NVS vs VICR
+1,006.2%
+70.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | -15.7% | -0.4% | -15.3% | -15.7% |
| 30D | -11.1% | -15.6% | +4.5% | -10.3% |
| 3M | -7.2% | -35.4% | +28.2% | -5.4% |
| 6M | -12.3% | +1.3% | -13.6% | -14.4% |
| YTD | +2.8% | +62.5% | -59.7% | -3.5% |
| 1Y | +11.9% | +255.5% | -243.5% | -1.4% |
| 3Y | +55.1% | +182.0% | -126.9% | +34.5% |
| 5Y | +94.1% | +42.9% | +51.1% | +70.2% |
| 10Y | +181.2% | +1,494.0% | -1,312.8% | +90.7% |
| All | +1,076.7% | +1,006.2% | +70.5% | +546.0% |
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