+11,868.9%
VRTX vs VICR
+1,457.4%
+10,411.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.1% |
| 7D | -1.6% | +8.3% | -9.8% | -3.1% |
| 30D | +8.0% | -35.2% | +43.2% | +15.1% |
| 3M | +4.3% | -29.8% | +34.1% | +7.4% |
| 6M | +18.9% | -48.6% | +67.5% | +25.4% |
| YTD | +18.8% | +45.1% | -26.3% | -1.7% |
| 1Y | +24.0% | +79.6% | -55.6% | -1.9% |
| 3Y | +42.1% | +335.4% | -293.3% | -15.3% |
| 5Y | +187.6% | -1.0% | +188.6% | +105.6% |
| 10Y | +485.4% | +993.1% | -507.7% | +107.8% |
| All | +11,868.9% | +1,457.4% | +10,411.5% | +2,467.5% |
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