+386.2%
ISRG vs VICR
+1,679.8%
-1,293.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.2% | -8.7% | +0.7% |
| 7D | +0.7% | +5.0% | -4.3% | -0.2% |
| 30D | -8.0% | -12.5% | +4.5% | -6.6% |
| 3M | -10.6% | -33.6% | +23.0% | -7.2% |
| 6M | -25.1% | +10.7% | -35.8% | -31.6% |
| YTD | -34.8% | +80.6% | -115.4% | -46.5% |
| 1Y | -19.0% | +288.4% | -307.4% | -43.2% |
| 3Y | +22.1% | +213.8% | -191.7% | -16.6% |
| 5Y | +8.2% | +58.8% | -50.6% | -22.3% |
| All | +386.2% | +1,679.8% | -1,293.6% | +152.8% |
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