-10.5%
ISRG vs VICR
+76.0%
-86.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -11.1% | +20.5% | +8.8% |
| 7D | +8.5% | -26.6% | +35.1% | +7.2% |
| 30D | +18.6% | -47.9% | +66.6% | +15.9% |
| 3M | +30.9% | -29.8% | +60.7% | +29.4% |
| 6M | +6.6% | -36.6% | +43.2% | +3.2% |
| YTD | -14.9% | +45.1% | -60.0% | -25.7% |
| 1Y | -10.5% | +80.0% | -90.6% | -25.3% |
| All | -10.5% | +76.0% | -86.5% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling