+291.1%
VRSN vs VICR
+1,679.8%
-1,388.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.8% | +0.3% |
| 7D | +0.2% | +5.0% | -4.7% | -0.3% |
| 30D | +3.8% | -12.5% | +16.2% | +4.7% |
| 3M | +5.0% | -33.6% | +38.6% | +7.5% |
| 6M | +24.9% | +10.7% | +14.2% | +18.3% |
| YTD | +21.6% | +80.6% | -59.0% | +7.6% |
| 1Y | +2.4% | +288.4% | -285.9% | -18.9% |
| 3Y | +47.3% | +213.8% | -166.4% | +13.1% |
| 5Y | +34.7% | +58.8% | -24.1% | +7.5% |
| All | +291.1% | +1,679.8% | -1,388.7% | +104.0% |
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