+539.2%
ISRG vs VICR
+978.3%
-439.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.3% | +1.3% |
| 7D | -2.0% | +8.3% | -10.3% | -3.2% |
| 30D | +5.6% | -35.2% | +40.7% | +10.8% |
| 3M | +10.5% | -29.8% | +40.4% | +13.1% |
| 6M | +2.6% | -48.6% | +51.2% | +6.7% |
| YTD | -21.7% | +45.1% | -66.8% | -35.5% |
| 1Y | -21.6% | +79.6% | -101.1% | -38.1% |
| 3Y | +57.0% | +335.4% | -278.4% | -2.9% |
| 5Y | +25.0% | -1.0% | +26.0% | -4.2% |
| All | +539.2% | +978.3% | -439.1% | +219.3% |
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 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