+245.8%
QCOM vs VICR
+1,071.4%
-825.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.8% |
| 7D | +2.0% | +5.7% | -3.7% | +0.6% |
| 30D | +1.2% | -35.2% | +36.4% | +10.3% |
| 3M | +9.1% | -20.3% | +29.4% | +11.2% |
| 6M | -25.0% | -46.3% | +21.3% | -17.9% |
| YTD | +4.8% | +53.4% | -48.5% | -12.8% |
| 1Y | +3.6% | +81.6% | -78.0% | -17.4% |
| 3Y | +51.5% | +360.5% | -309.1% | -12.1% |
| 5Y | +19.7% | +4.4% | +15.3% | -9.9% |
| 10Y | +245.8% | +1,055.3% | -809.5% | +52.5% |
| All | +245.8% | +1,071.4% | -825.6% | +52.5% |
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