+425.8%
VRTX vs VICR
+1,501.2%
-1,075.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | -7.8% | -0.4% | -7.4% | -7.8% |
| 30D | -2.8% | -15.6% | +12.7% | -1.6% |
| 3M | +18.1% | -35.4% | +53.5% | +21.3% |
| 6M | +3.1% | +1.3% | +1.8% | -0.9% |
| YTD | +13.5% | +62.5% | -49.0% | +3.0% |
| 1Y | +32.4% | +255.5% | -223.0% | +9.0% |
| 3Y | +50.0% | +182.0% | -132.0% | +20.8% |
| 5Y | +172.9% | +42.9% | +130.0% | +127.4% |
| All | +425.8% | +1,501.2% | -1,075.4% | +115.1% |
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