+51,614.1%
QCOM vs VICR
+852.0%
+50,762.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +5.5% | -9.7% | +15.2% | +7.5% |
| 30D | -1.1% | -39.2% | +38.1% | +8.7% |
| 3M | +7.6% | -22.6% | +30.2% | +10.3% |
| 6M | -20.1% | -37.0% | +16.9% | -16.1% |
| YTD | +3.0% | +47.5% | -44.5% | -12.4% |
| 1Y | +3.2% | +75.0% | -71.7% | -15.6% |
| 3Y | +48.9% | +343.0% | -294.1% | -8.1% |
| 5Y | +21.1% | +3.9% | +17.2% | -7.3% |
| 10Y | +242.8% | +1,034.6% | -791.8% | +44.6% |
| All | +51,614.1% | +852.0% | +50,762.1% | +13,849.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling