+374.7%
ISRG vs VIAV
+401.3%
-26.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.6% | +3.0% |
| 7D | -2.5% | +11.2% | -13.7% | -5.1% |
| 30D | -10.2% | -2.6% | -7.6% | -10.5% |
| 3M | -12.5% | -20.1% | +7.6% | -10.7% |
| 6M | -25.8% | +25.8% | -51.6% | -35.8% |
| YTD | -36.4% | +109.9% | -146.2% | -54.5% |
| 1Y | -19.9% | +214.3% | -234.2% | -51.1% |
| 3Y | +20.9% | +281.6% | -260.8% | -34.6% |
| 5Y | +5.7% | +132.6% | -126.9% | -31.0% |
| All | +374.7% | +401.3% | -26.6% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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