+16.8%
NXPI vs VICR
+42.6%
-25.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +2.1% |
| 7D | +0.7% | -0.4% | +1.1% | +0.6% |
| 30D | -4.2% | -15.6% | +11.4% | -1.0% |
| 3M | -20.4% | -35.4% | +15.0% | -13.7% |
| 6M | +12.5% | +1.3% | +11.2% | +7.6% |
| YTD | +5.2% | +62.5% | -57.2% | -10.8% |
| 1Y | +5.1% | +255.5% | -250.3% | -27.4% |
| 3Y | +17.7% | +182.0% | -164.3% | -21.0% |
| 5Y | +16.8% | +42.9% | -26.1% | -17.5% |
| All | +16.8% | +42.6% | -25.8% | -17.5% |
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