+56.4%
VICR vs FIVN
-82.2%
+138.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.4% | +9.8% | +10.8% |
| 7D | +5.0% | -7.8% | +12.8% | +7.4% |
| 30D | -12.5% | -1.7% | -10.7% | -12.5% |
| 3M | -33.6% | +47.2% | -80.8% | -43.3% |
| 6M | +10.7% | +82.7% | -72.0% | -16.6% |
| YTD | +80.6% | +52.9% | +27.7% | +43.5% |
| 1Y | +288.4% | +17.5% | +270.9% | +241.2% |
| 3Y | +213.8% | -55.8% | +269.6% | +276.5% |
| All | +56.4% | -82.2% | +138.6% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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