+33.0%
VRSN vs VICR
+42.6%
-9.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.8% | +0.8% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | +0.7% | -15.6% | +16.3% | +1.2% |
| 3M | +0.6% | -35.4% | +35.9% | +1.5% |
| 6M | +21.7% | +1.3% | +20.5% | +18.5% |
| YTD | +20.0% | +62.5% | -42.5% | +12.5% |
| 1Y | +3.2% | +255.5% | -252.3% | -9.4% |
| 3Y | +42.4% | +182.0% | -139.6% | +23.3% |
| 5Y | +33.0% | +42.9% | -9.9% | +15.3% |
| All | +33.0% | +42.6% | -9.6% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling