+12,036.0%
VRTX vs VICR
+1,746.2%
+10,289.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -3.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +12.6% | -13.9% | +26.6% | +15.1% |
| 3M | +23.6% | -38.4% | +62.0% | +31.5% |
| 6M | +14.3% | -7.2% | +21.5% | +8.3% |
| YTD | +20.5% | +72.0% | -51.6% | -0.3% |
| 1Y | +37.6% | +263.3% | -225.7% | -4.1% |
| 3Y | +55.5% | +173.3% | -117.7% | +4.8% |
| 5Y | +175.7% | +47.3% | +128.4% | +86.6% |
| 10Y | +474.2% | +1,495.2% | -1,021.0% | +94.0% |
| All | +12,036.0% | +1,746.2% | +10,289.8% | +2,504.2% |
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