+5,207.7%
VRSN vs VICR
+802.3%
+4,405.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -3.9% |
| 7D | -2.1% | +9.8% | -12.0% | -4.1% |
| 30D | -3.9% | -12.6% | +8.7% | -1.9% |
| 3M | -0.1% | -29.7% | +29.6% | +3.6% |
| 6M | +16.4% | +18.8% | -2.4% | +2.7% |
| YTD | +17.2% | +76.4% | -59.1% | -7.3% |
| 1Y | +1.0% | +282.4% | -281.4% | -35.2% |
| 3Y | +39.1% | +206.2% | -167.1% | -16.3% |
| 5Y | +29.0% | +53.9% | -24.9% | -19.3% |
| 10Y | +275.8% | +1,572.3% | -1,296.5% | +3.3% |
| All | +5,207.7% | +802.3% | +4,405.3% | +962.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling