+30.9%
QCOM vs VICR
+47.8%
-16.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -1.1% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +7.7% | -13.9% | +21.6% | +10.6% |
| 3M | -30.1% | -38.4% | +8.3% | -23.8% |
| 6M | +22.8% | -7.2% | +30.0% | +20.3% |
| YTD | +0.2% | +72.0% | -71.8% | -14.8% |
| 1Y | +7.9% | +263.3% | -255.4% | -23.3% |
| 3Y | +55.8% | +173.3% | -117.4% | +9.0% |
| All | +30.9% | +47.8% | -16.9% | -1.4% |
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