+263.3%
VICR vs EXEL
+59.2%
+204.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +0.4% | +8.4% | -7.9% | -2.2% |
| 30D | -13.9% | +4.1% | -18.0% | -15.2% |
| 3M | -38.4% | +12.4% | -50.8% | -41.5% |
| 6M | -7.2% | +41.5% | -48.7% | -19.7% |
| YTD | +72.0% | +34.6% | +37.4% | +50.3% |
| 1Y | +263.3% | +57.9% | +205.4% | +188.4% |
| All | +263.3% | +59.2% | +204.1% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling