+123.9%
SBUX vs VICR
+1,679.8%
-1,555.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.6% | -1.8% |
| 7D | -5.5% | +5.0% | -10.4% | -6.1% |
| 30D | -8.5% | -12.5% | +4.0% | -7.3% |
| 3M | -2.9% | -33.6% | +30.7% | +0.3% |
| 6M | -1.5% | +10.7% | -12.2% | -7.0% |
| YTD | +19.4% | +80.6% | -61.2% | +4.4% |
| 1Y | +22.9% | +288.4% | -265.4% | -4.8% |
| 3Y | +11.3% | +213.8% | -202.5% | -15.8% |
| 5Y | -6.9% | +58.8% | -65.7% | -27.4% |
| All | +123.9% | +1,679.8% | -1,555.9% | +23.0% |
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 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