+223.9%
NXPI vs VICR
+1,679.8%
-1,455.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +11.2% | -6.7% | +1.6% |
| 7D | +3.9% | +5.0% | -1.1% | +2.4% |
| 30D | +1.4% | -12.5% | +13.9% | +4.2% |
| 3M | -21.5% | -33.6% | +12.1% | -14.9% |
| 6M | +19.4% | +10.7% | +8.7% | +10.5% |
| YTD | +9.9% | +80.6% | -70.6% | -11.7% |
| 1Y | +7.9% | +288.4% | -280.5% | -30.9% |
| 3Y | +22.7% | +213.8% | -191.1% | -24.1% |
| 5Y | +22.1% | +58.8% | -36.8% | -18.5% |
| All | +223.9% | +1,679.8% | -1,455.9% | +58.9% |
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