+3,125.1%
VICR vs SNY
+241.9%
+2,883.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.0% | +11.1% |
| 7D | +5.0% | -3.3% | +8.3% | +6.9% |
| 30D | -12.5% | -2.2% | -10.3% | -11.6% |
| 3M | -33.6% | -3.0% | -30.6% | -33.6% |
| 6M | +10.7% | +2.7% | +7.9% | +6.5% |
| YTD | +80.6% | -6.8% | +87.4% | +82.7% |
| 1Y | +288.4% | -5.3% | +293.6% | +287.3% |
| 3Y | +213.8% | -9.8% | +223.6% | +198.1% |
| 5Y | +58.8% | +9.7% | +49.2% | +27.2% |
| 10Y | +1,671.8% | +64.5% | +1,607.3% | +949.7% |
| All | +3,125.1% | +241.9% | +2,883.2% | +1,017.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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