-15.0%
QCOM vs VICR
-45.7%
+30.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +0.8% |
| 7D | +13.0% | +21.9% | -8.9% | +8.3% |
| 30D | +0.2% | -38.4% | +38.5% | +8.7% |
| 3M | +9.2% | -27.2% | +36.4% | +12.7% |
| 6M | -15.0% | -43.7% | +28.7% | -9.0% |
| All | -15.0% | -45.7% | +30.7% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling