+849.1%
VICR vs NVMI
+1,933.5%
-1,084.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | -0.4% | +3.8% | -4.2% | -1.2% |
| 30D | -15.6% | -7.6% | -8.0% | -13.7% |
| 3M | -35.4% | -28.0% | -7.4% | -29.2% |
| 6M | +1.3% | -15.3% | +16.6% | +7.7% |
| YTD | +62.5% | +11.5% | +51.0% | +63.1% |
| 1Y | +255.5% | +31.6% | +223.9% | +244.2% |
| 3Y | +182.0% | +207.0% | -25.0% | +125.8% |
| 5Y | +42.9% | +262.8% | -219.9% | +12.8% |
| 10Y | +1,494.0% | +3,074.6% | -1,580.6% | +787.7% |
| All | +849.1% | +1,933.5% | -1,084.4% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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