+281.8%
QCOM vs VICR
+1,508.7%
-1,226.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +2.5% |
| 7D | +4.4% | +1.3% | +3.1% | +4.0% |
| 30D | +9.4% | -11.9% | +21.3% | +11.9% |
| 3M | -13.7% | -35.1% | +21.5% | -6.6% |
| 6M | +28.9% | +8.1% | +20.8% | +21.3% |
| YTD | +4.7% | +67.8% | -63.0% | -12.3% |
| 1Y | +13.5% | +267.3% | -253.8% | -22.6% |
| 3Y | +77.1% | +191.2% | -114.1% | +17.2% |
| 5Y | +38.9% | +48.1% | -9.2% | -1.9% |
| 10Y | +281.8% | +1,546.1% | -1,264.3% | +67.5% |
| All | +281.8% | +1,508.7% | -1,226.9% | +67.5% |
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 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